Narrow search
Showing 91 - 100 of 660,714
Cover Image
Optimal inattention to the stock market with information costs and transactions costs
Abel, Andrew B.; Eberly, Janice C.; Panageas, Stauros - 2009 - Current draft, May 2009
Persistent link: https://www.econbiz.de/10003887077
Cover Image
Quantitative equity investing : techniques and strategies
Fabozzi, Frank J.; Focardi, Sergio M.; Kolm, Petter N. - 2010
Persistent link: https://www.econbiz.de/10003898661
Cover Image
Dynamic trading with predictable returns and transaction costs
Garleanu, Nicolae; Pedersen, Lasse Heje - 2009
Persistent link: https://www.econbiz.de/10003870636
Cover Image
Mean square error for the Leland-Lott hedging strategy
Gamys, Moussa; Kabanov, Jurij M. - In: Recent advances in financial engineering : proceedings …, (pp. 1-25). 2009
Persistent link: https://www.econbiz.de/10003871153
Cover Image
Contingent claim valuation with penalty costs on short selling positions
Costa, O. L. V.; Queiroz Filho, E. V. - In: Computational finance and its applications II : [Second …, (pp. 151-160). 2006
Persistent link: https://www.econbiz.de/10003410132
Cover Image
A computational scheme for optimal investment - consumption with proportional transaction costs
Muthuraman, Kumar - In: Journal of economic dynamics & control 31 (2007) 4, pp. 1132-1159
Persistent link: https://www.econbiz.de/10003443362
Cover Image
Transaction cost analysis to optimize trading strategies
Gomes, Carla; Waelbroeck, Henri - In: The journal of trading 5 (2010) 4, pp. 29-38
Persistent link: https://www.econbiz.de/10008689031
Cover Image
Moving costs, nondurable consumption and portfolio choice
Stokey, Nancy L. - In: Journal of economic theory 144 (2009) 6, pp. 2419-2439
Persistent link: https://www.econbiz.de/10003938060
Cover Image
Growing wealth with fixed-mix strategies
Dempster, Michael A. H.; Evstigneev, Igor V.; … - 2009
This chapter surveys theoretical research on the long-term performance of fixed-mix investment strategies. These self-financing strategies rebalance the portfolio over time so as to keep constant the proportions of wealth invested in various assets. The main result is that wealth can be grown...
Persistent link: https://www.econbiz.de/10003971114
Cover Image
Penalty methods for continuous-time portfolio selection with proportional transaction costs
Dai, Min; Zhong, Yifei - In: The journal of computational finance 13 (2009/10) 3, pp. 1-31
Persistent link: https://www.econbiz.de/10003971911