Transaction Costs

BOOK CHAPTER published 2012 in Perspectives in Business Culture

Authors: Renato Di Lorenzo

Index

BOOK CHAPTER published 31 July 2015 in Water Allocation in Rivers under Pressure

Authors: Dustin Evan Garrick

Reducing transaction costs with low-latency trading algorithms

JOURNAL ARTICLE published September 2016 in Quantitative Finance

Authors: Sasha Stoikov | Rolf Waeber

Good Portfolio Strategies under Transaction Costs: A Renewal Theoretic Approach

BOOK CHAPTER published in Stochastic Finance

Authors: Albrecht Irle | Jörn Sass

Optimal Dividend Policies with Transaction Costs for a Class of Diffusion Processes

JOURNAL ARTICLE published January 2010 in SIAM Journal on Control and Optimization

Authors: Lihua Bai | Jostein Paulsen

Transaction Costs and Market Quality: Open Outcry versus Electronic Trading

JOURNAL ARTICLE published February 2002 in CFA Digest

Authors: Rajiv Kalra

Abbreviations

BOOK CHAPTER published 31 July 2015 in Water Allocation in Rivers under Pressure

Authors: Dustin Evan Garrick

Copyright

BOOK CHAPTER published 31 July 2015 in Water Allocation in Rivers under Pressure

Authors: Dustin Evan Garrick

Portfolio risk analysis based generation expansion planning considering CO<inf>2</inf> trading

PROCEEDINGS ARTICLE published June 2010 in Proceedings of the International Conference on Energy and Sustainable Development: Issues and Strategies (ESD 2010)

Authors: Charles Marpaung | Ram M Shrestha

An Algorithm for Portfolio Trades with Transaction Costs

JOURNAL ARTICLE published 30 September 2011 in The Journal of Trading

Authors: Thomas A. Rhee

Contents

BOOK CHAPTER published 31 July 2015 in Water Allocation in Rivers under Pressure

Authors: Dustin Evan Garrick

Designing a Trading Market

OTHER published 16 August 2013 in Market Microstructure in Emerging and Developed Markets

Authors: Massimiliano Marzo

Profitability of Trading Strategies on High-Frequency Data, with Trading Costs

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Tirthankar C. Patnaik | Susan Thomas

Prospective Trading Costs and Execution Strategies

BOOK CHAPTER published 4 January 2007 in Empirical Market Microstructure

Authors: Joel Hasbrouck

Optimal Dynamic Hedging of Equity Options: Residual-Risks, Transaction-Costs, & Conditioning

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Andrea Petrelli | Ram Balachandran | Olivia Siu | Rupak Chatterjee | Zhang Jun | Vivek Kapoor

Transaction Costs and Trading Activity in the Index Futures Market: The Case of the Transaction Tax Reduction in Taiwan

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Huimin Chung | Mei-Ying Liu | Soushan Wu | Fu-Ju Yang

Optimal Transaction Filters Under Transitory Trading Opportunities: Theory and Empirical Illustration

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Ron Balvers | Yangru Wu

Construction and analysis of continuous maximum entropy stock price prediction model&#x2014;Based on the utility function including transaction costs

PROCEEDINGS ARTICLE published August 2014 in 2014 International Conference on Management Science &amp; Engineering 21th Annual Conference Proceedings

Authors: Qiu-bai Sun | Yao Zhang | Hua Li

Trading Real-World Assets on Blockchain

JOURNAL ARTICLE published December 2017 in Business &amp; Information Systems Engineering

Authors: Benedikt Notheisen | Jacob Benjamin Cholewa | Arun Prasad Shanmugam

PORTFOLIO OPTIMISATION IN THE PRESENCE OF TRANSACTION COSTS

BOOK CHAPTER published November 1997 in Optimal Portfolios