Sökning: "transaction cost"
Visar resultat 16 - 20 av 344 uppsatser innehållade orden transaction cost.
16. Optimal Portfolio Re-Balancing on Fixed Periods using a Cost/Risk Adaptation Model and Stochastic Optimization.
Master-uppsats, Linköpings universitet/ProduktionsekonomiSammanfattning : In this thesis we investigate the problem of portfolio re-balancing for fixed periods using a cost/risk adaptation model and stochastic optimization. The cost/risk adaptation model takes theory of optimal liquidity costs and risk preference to build a universe in which we try to find better strategies than conventional ones. LÄS MER
17. Optimal Capital Structures under the Vasicek Stochastic Interest Rate Model
Master-uppsats, KTH/Matematik (Avd.)Sammanfattning : This study applies the Vasicek stochastic interest rate model in order to determine optimal capital structures for listed firms. A Swedish interest rate data set is used to estimate Vasicek model parameter that are reliable and independent of initial start values. LÄS MER
18. In- or Outsourcing within a Public Organization - A case study of internal allocation decisions between Intraservice and other subsidiaries within the Municipality of Gothenburg City
Master-uppsats, Göteborgs universitet/Graduate SchoolSammanfattning : The concept of in- or outsourcing has been researched extensively in a private organizational context, in contrast to a public organizational context. This thesis uses a novel approach by applying the in- or outsourcing concept within a larger public organization. LÄS MER
19. Exploration of the Strategic Sourcing Orientation in Automotive Industry - A Study Examining the Strategic Sourcing Orientation for Original Equipment Manufacturers in the Automotive Industry and Connecting it with the Agility of the Firms’ Supply Chain
Master-uppsats, Göteborgs universitet/Graduate SchoolSammanfattning : Automotive industry is constantly changing, which has put an excessive stress on processes within the Original Equipment Manufacturers supply chain. The process of sourcing strategies is one major source to a firm’s supply chain agility. LÄS MER
20. Predicting Liquidity In The Cryptocurrency Market: Testing The Invariance Theory On A New Market Structure And Asset Class
C-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiSammanfattning : By integrating dimensional analysis and principles of market microstructure invariance, this study documents a nearly invariant relationship between relative bid-ask spreads and illiquidity for the cryptocurrency market. The relationship is found by studying cryptocurrency trading data in two dimensions; Along a time series dimension, where data is aggregated on a daily level, and along an intraday dimension, where variables are aggregated at five-minute intervals across all trading days. LÄS MER