On sparsity of eigenportfolios to reduce transaction cost
نویسندگان
چکیده
منابع مشابه
Collaborative Research (CR): To Reduce Transaction Cost in Open Innovation
As a conceptual study this chapter takes open innovation as a tool that has been considered from the point of view of collaboration between the Industry and the Academy. However, if considered under the framework of the Resource Based Theory, specifically regarding Transaction Cost, it can be revealed that the two parties (Industry and Academy) are in fact compatible. Main focus of the discussi...
متن کاملshortcomings of transaction cost economics
i am going to assess shortcomings of transaction cost economics (tce) of oliver williamson. my argument is that this analysis suffers from misidentification of the relevant problem of the theory, analytical incoherence, inconsistent empirical support and methodological defects. in formulating coase's fundamental idea, williamson accepts an efficient equilibrium which occurs once forever, t...
متن کاملAn Option to Reduce Transaction Costs
Under the assumptions of the market of Black and Scholes, options are redundant since, through the classic Black-Scholes delta hedging argument, they can be replaced by an equivalent combination the risky asset underlying the option and a risk free asset. We show that options are not redundant when small proportional transaction costs of size ε are added to the model, which provides mathematica...
متن کاملLow-Cost Localization based on Spatial Sparsity
Indoor localization has been a long-standing and important issue in the areas of signal processing and sensor networks that has raised increasing attention recently. One of the key demands in assistive environment is to promptly and accurately determine the state and activities of an inhabitant subject. The indoor localization provides an effective means in tracking the positions, motions, and ...
متن کاملstation and foundations of transaction cost economics
transaction cost economics (tce), as a subset of new institutional economics (nie), is the combination of economics, organization and law. noble prize in 2009 was dedicated to oliver williamson who was the most popular face in the economics as tce main contributor. in tce, the main issues on the one hand is how institutions follow characteristics of transactions, on the other hand, the making o...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Journal of Capital Markets Studies
سال: 2019
ISSN: 2514-4774
DOI: 10.1108/jcms-06-2018-0024