Search Results - subject:"transaction costs"

Test for trading costs effect in a portfolio selection problem with recursive utility

Carrasco, Marine; Koné, N’Golo - 2023

Persistent link: https://www.econbiz.de/10013499446

Langus, Gregor; Lipatov, Vilen - 2022

We identify features of interactions on online platforms that make an ad-funded business model attractive for the platform, but also for consumers. We then show that ad-funded platforms heavily rely on data for their ability to create value for their users. Formally, we show that data...

Persistent link: https://www.econbiz.de/10012801504

Optimal investment for retail investors

Belak, Christoph; Mich, Lukas; Seifried, Frank Thomas - In: Mathematical finance : an international journal of … 32 (2022) 2, pp. 555-594

Persistent link: https://www.econbiz.de/10013164562

Arbitrage theory in models with transaction costs beyond efficient friction

Molitor, Alexander - 2022

Persistent link: https://www.econbiz.de/10013187807

The boon and bane of blockchain : getting the governance right

Goldsby, Curtis; Hanisch, Marvin - In: California management review 64 (2022) 3, pp. 141-168

Persistent link: https://www.econbiz.de/10013258218

Introduction to the Oliver E. Williamson memorial issue

Langlois, Richard N. - In: Journal of institutional economics 18 (2022) 2, pp. 175-180

Persistent link: https://www.econbiz.de/10013270016

Deep partial hedging

Hou, Songyan; Krabichler, Thomas; Wunsch, Marcus - In: Journal of risk and financial management : JRFM 15 (2022) 5, pp. 1-5

approach better accommodate the realistic setting of hedging in discrete time, it also allows for the inclusion of transaction … costs as well as general market dynamics. It needs to be noted that, without further modifications, the approach works only …

Persistent link: https://www.econbiz.de/10013273487