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446 days ago - MoneyScience Twitter Stream
moneyscience: The Price of Immediacy - This paper models transaction costs from impatient investors who trade via limit orders http://t.co/pi5aCEKX #tcm
446 days ago - MoneyScience Twitter
moneyscience: The Price of Immediacy - This paper models transaction costs from impatient investors who trade via limit orders http://t.co/pi5aCEKX #tcm
446 days ago - MoneyScience Twitter Stream
moneyscience: The Price of Immediacy - This paper models transaction costs from impatient investors who trade via limit orders http://t.co/pi5aCEKX #tcm
446 days ago - Twitter / moneyscience
moneyscience: The Price of Immediacy - This paper models transaction costs from impatient investors who trade via limit orders http://t.co/pi5aCEKX #tcm
449 days ago - High Frequency Trading -job, -jobs - Twitter Search
..> That is specific for High Frequency Trading, but can be done with any kind of transaction.
451 days ago - q-fin updates on arXiv.org
We consider the classical Merton problem of lifetime consumption-portfolio
optimization problem with small proportional transaction costs. The first order
term in the asymptot...