1
Published 2013
Cambridge University Press
... transaction cost, which includes a large price impact when trading and facing a long time to unload a large...

2
by Cornuejols, Gerard, Peña, Javier Francisco, Tütüncü, Reha
Published 2018
Cambridge University Press
... portfolio allocation with transaction costs and taxes. Chapters discussing the theory and efficient solution...

3
by Pardo-Guerra, Juan Pablo
Published 2019
Cambridge University Press
... and algorithms, millions of financial transactions now happen in fractions of a second. This book studies...

4
by Lenihan, Ashley Thomas
Published 2018
Cambridge University Press
... quantitative and qualitative analysis of transactions in the United States, Russia, China, and fifteen European...