Search Results - subject:"Exécution"

Reducing Obizhaeva–Wang-type trade execution problems to LQ stochastic control problems

Ackermann, Julia; Kruse, Thomas; Urusov, Mikhail - In: Finance and Stochastics 28 (2024) 3, pp. 813-863

literature on optimal trade execution pioneered by Obizhaeva and Wang (J. Financ. Mark. 16:1–32, 2013 ) (models with finite … solution for the (extended) initial trade execution problem. Finally, we illustrate our results by several examples. Among … extend the initial trade execution problem to a reasonably large class of progressively measurable processes (even going …

Persistent link: https://www.econbiz.de/10015359198

Reducing Obizhaeva-Wang-type trade execution problems to LQ stochastic control problems

Ackermann, Julia; Kruse, Thomas; Urusov, Mikhail - In: Finance and stochastics 28 (2024) 3, pp. 813-863

Persistent link: https://www.econbiz.de/10015130389

Self-exciting price impact via negative resilience in stochastic order books

Ackermann, Julia; Kruse, Thomas; Urusov, Mikhail - In: Annals of Operations Research 336 (2022) 1, pp. 637-659

Most of the existing literature on optimal trade execution in limit order book models assumes that resilience is … paper we discuss several new qualitative effects on optimal trade execution that arise when we allow resilience to take …

Persistent link: https://www.econbiz.de/10015198027

Self-exciting price impact via negative resilience in stochastic order books

Ackermann, Julia; Kruse, Thomas; Urusov, Mikhail - In: Annals of Operations Research 336 (2022) 1, pp. 637-659

Persistent link: https://www.econbiz.de/10015408323

Lifting up the lives of extremely disadvantaged youth : the role of staying in school longer

Ours, Jan C. van; Moschion, Julie - 2025

Using a sample of Australians who display high rates of early school-leaving, we compare the trajectories of respondents who left school at each incremental age between 14 and 17 with respondents who left at 18 years old or more, in terms of homelessness, incarceration, substance use and mental...

Persistent link: https://www.econbiz.de/10015195114

Enhancing operation effectiveness by maximizing daily EBITDA as a turnaround strategy execution system to enhance operation performance and profitability

Setyopurnomo, Rudy; Wiryono, Sudarso Kaderi; Lestari, … - In: Journal of open innovation : technology, market, and … 11 (2025) 1, pp. 1-22

Many companies struggle with strategy implementation due to the complex nature of execution. Some strategy execution … of financial difficulty, companies require a straightforward turnaround strategy execution system featuring clearly … the development of a straightforward turnaround strategy execution system by translating strategic programs and EBITDA …

Persistent link: https://www.econbiz.de/10015358503

Lifting up the lives of extremely disadvantaged youth : the role of staying in school longer

Moschion, Julie; Ours, Jan C. van - 2025

Using a sample of disadvantaged Australians, we compare trajectories of those who left school before 18 with those who left later, in terms of homelessness, incarceration, substance use and mental health issues. We estimate a staggered difference-in-difference to account for heterogenous...

Persistent link: https://www.econbiz.de/10015199832

The impact of incarceration on employment, earnings, and tax filing

Garin, Andrew; Koustas, Dmitri; McPherson, Carl; … - In: Econometrica : journal of the Econometric Society, an … 93 (2025) 2, pp. 503-538

Persistent link: https://www.econbiz.de/10015401157

"Something works" in U.S. jails : misconduct and recidivism effects of the IGNITE program

Alsan, Marcella; Barnett, Arkey; Hull, Peter; Yang, Crystal - In: The quarterly journal of economics 140 (2025) 2, pp. 1367-1415

Persistent link: https://www.econbiz.de/10015359055

Women behind bars : do single-gender prisons reduce recidivism?

Calamunci, Francesca; Daniele, Gianmarco; Mastrobuoni, … - 2025

Persistent link: https://www.econbiz.de/10015413454