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Portfolio Optimization with Linear and Fixed Transaction Costs
Portfolio Optimization Linear Fixed Transaction Costs
2015/7/10
We consider the problem of portfolio selection, with transaction costs and constraints on exposure to risk. Linear transaction costs, bounds on the variance of the return, and bounds on different shor...
Multi-Period Portfolio Optimization with Constraints and Transaction Costs
Multi-Period Portfolio Optimization Constraints Transaction Costs
2015/7/9
We consider the problem of multi-period portfolio optimization over a finite horizon, with a self-financing budget constraint and arbitrary distribution of asset returns, with objective to minimize th...
Transaction Costs and Market Institutions: Grain Brokers in Ethiopia
the effect of transaction Grain Brokers Ethiopia
2009/4/28
This paper examines the effect of transaction costs of search on the institution of
grain brokers in Ethiopia. Primary data are used to derive traders's shadow
opportunity costs of labor and of ca...
Deregulation, Downsizing and Outsourcing at Telecom New Zealand and Telstra: Towards an explanation of employment relations strategies in terms of transaction costs economics
Telecom New Zealand Telstra employment relations strategies transaction costs economics
2009/4/21
Telstra and the Telecom Corporation of New Zealand (TCNZ) are examined against the backdrop of deregulation, corporatisation and privatisation of telcommunications companies (TelCos) world-wide. This ...