On the Interface between Optimal Periodic and Continuous Dividend Strategies in the Presence of Transaction Costs

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Benjamin Avanzi | Vincent Tu | Bernard Wong

Optimal Hedging Strategies for Multi-Period Guarantees in the Presence of Transaction Costs: A Stochastic Programming Approach

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Stein-Erik Fleten | Snorre Lindset

Determinants of Trading Costs

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

Authors: Yu‐Chuan Huang

On optimal terminal wealth under transaction costs

JOURNAL ARTICLE published April 2001 in Journal of Mathematical Economics

Authors: Jakša Cvitanić | Hui Wang

Trading Costs

OTHER published 2 January 2012 in High‐Frequency Trading

Measuring tax transaction costs in small and medium enterprises

BOOK published 29 August 2014

A set optimization approach to utility maximization under transaction costs

JOURNAL ARTICLE published November 2017 in Decisions in Economics and Finance

Authors: Andreas H. Hamel | Sophie Qingzhen Wang

Optimal Refunding Strategies, Transaction Costs, and the Market Value of Corporate Debt

JOURNAL ARTICLE published November 1991 in Financial Review

Authors: David C. Ling

Water allocation and institutional change in a transaction costs world: an analytical framework

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

Authors: Dustin Evan Garrick

Optimal transaction filters under transitory trading opportunities: Theory and empirical illustration

JOURNAL ARTICLE published February 2010 in Journal of Financial Markets

Authors: Ronald Balvers | Yangru Wu

Utility Based Option Evaluation with Proportional Transaction Costs

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Anders Damgaard

Transaction and trading costs

OTHER published 2 January 2012 in Financial Modeling of the Equity Market

OPTIMAL INVESTMENT STRATEGY WITH DIVIDEND PAYING AND PROPORTIONAL TRANSACTION COSTS

JOURNAL ARTICLE published March 2018 in Annals of Financial Economics

Authors: CHARLES. I. NKEKI

Trading Regions Under Proportional Transaction Costs

BOOK CHAPTER published in Operations Research Proceedings

Authors: Karl Kunisch | Jörn Sass

Trading Volume, Price Autocorrelation and Volatility under Proportional Transaction Costs

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Hua Cheng

Reducing Transaction Costs with Low-Latency Trading Algorithms

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Sasha Stoikov | Rolf Waeber

Firm Trading Behaviour and Transaction Costs in the European Union’s Emission Trading System: An Empirical Assessment

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Jurate Jaraite | Andrius Kažukauskas

Noise Trading, Transaction Costs, and the Relationship of Stock Returns and Trading Volume

JOURNAL ARTICLE published 1994 in IMF Working Papers

Authors: Charles Frederick Kramer | CKramer@imf.org

Optimal Versus Naive Diversification: False Discoveries, Transaction Costs And Machine Learning

POSTED CONTENT published

Authors: Abalfazl Zareei

Log-Optimal Portfolio-Selection Strategies with Proportional Transaction Costs

BOOK CHAPTER published March 2012 in Advances in Computer Science and Engineering: Texts

Authors: László Györfi | Harro Walk