Searching for "The Return of Transactions." – sorted by Relevance.
98 documents found, showing 1 through 10.
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A Genetic Programming Approach to the Dynamic Portfolio Rebalancing Problem
- … returns and transaction costs, is an open one. Genetic programming enables the discovery of rebalancing…
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Explaining the Magnitude of Liquidity Premia: The Roles of Return Predictability, Wealth Shocks
- …-dependent Transaction Costs Abstract The seminal work of Constantinides (1986) documents how, when the risky return…
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Causality between Returns and Traded Volumes
- … between the series of returns and transaction volumes in high frequency data. The dynamics of both series…
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Studying R-3 Communities: An Economic Lens
- … returns and transaction cost theory but will also relate R-A theory. Firstly we briefly describe the basic…
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Stochastic Volatility Models with Transaction Time Risk
- … returns over (random) transaction duration intervals, we are able to identify the instantaneous causality…
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Increasing Returns and Market Efficiency in Agricultural Trade
- … with transaction size. Personal travel costs are a source of increasing returns, but the effect is small…
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Universal Investment in Markets with Transaction Costs
- …-step return and transaction cost. This result was extended to IID discrete time markets with several assets…
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Transaction-Based Specification of Database Evolution
- …, Borrow, Return, and Quit. Figure 1 is interpreted in the following way. The sequence of transactions…
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Design and Evaluation of Redistribution Strategies for Wide-Area Commodity Distribution
- … web-based interface, clients submit transactions that allocate tokens or return (i.e., deallocate…
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Concurrent C*
- …-param-declarations); where return-type is the type of the value returned by the transactions and t-name i (1in) are the names…
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