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Transaction costs, nonfundamental uncertainty, and the exchange rate disconnect

Li, Nan - In: Macroeconomic dynamics 18 (2014) 8, pp. 1751-1772

Persistent link: https://www.econbiz.de/10010467892

Fairness and efficiency in multiportfolio optimization

Iancu, Dan A.; Trichakis, Nikolaos - In: Operations research 62 (2014) 6, pp. 1283-1301

Persistent link: https://www.econbiz.de/10010471863

Commodity price correlation and time varying hedge ratios

Lahiani, Amine; Guesmi, Khaled - In: The journal of applied business research 30 (2014) 4, pp. 1053-1061

Persistent link: https://www.econbiz.de/10010400627

Is separation of powers a remedy for the resource curse? : firm licensing, corruption and mining development in post-war Kosovo

Uberti, Luca J. - In: New political economy 19 (2014) 5, pp. 695-722

Persistent link: https://www.econbiz.de/10010419596

Secure information market : a model to support information sharing, data fusion, privacy, and decisions

Morris, Bonnie W.; Franke Kleist, Virginia; Dull, Richard B. - In: The journal of information systems : JIS ; a semiannual … 28 (2014) 1, pp. 269-285

Persistent link: https://www.econbiz.de/10010420016

Portfolio selection by minimizing the present value of capital injection costs

Zhou, Ming; Yuen, Kam Chuen - In: Astin bulletin : the journal of the International … 45 (2015) 1, pp. 207-238

Persistent link: https://www.econbiz.de/10010506423

Managed portfolio performance and transaction costs

Taylor, Nicholas - In: Applied economics letters 22 (2015) 4/6, pp. 272-280

Persistent link: https://www.econbiz.de/10010506781

The effect of small intervention costs on the optimal extraction of dividends and renewable resources in a jump-diffusion model

Framstad, Nils Chr. - 2014 - This version November 27, 2014

A risk-neutral agent optimizes extraction of dividends or renewable natural resources modelled by a jump-diffusion stock process, where the optimal strategy is characterized as the minimal intervention required to keep the stock process inside a given region. The introduction of a small fixed...

Persistent link: https://www.econbiz.de/10010436722

Binary markets under transaction costs

Cordero, Fernando; Klein, Irene; Perez-Ostafe, Lavinia - In: International journal of theoretical and applied finance 17 (2014) 5, pp. 1-27

Persistent link: https://www.econbiz.de/10010437205

Bounded rationality as an essential component of the holdup problem

Erlei, Mathias; Roß, Wiebke - 2013 - Version: October 2014

We provide experimental evidence for the hypothesis that bounded rationality is an important element of the theory of …

Persistent link: https://www.econbiz.de/10010481408