✦ LIBER ✦

Optimal investment in the foreign exchange market with proportional transaction costs

✍ Scribed by Veraart, Luitgard A. M.

Book ID: 115444310
Publisher: Taylor and Francis Group
Year: 2011
Tongue: English
Weight: 307 KB
Volume: 11
Category: Article
ISSN: 1469-7688
DOI: 10.1080/14697680903460150

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Optimal Investment and Consumption with

Optimal Investment and Consumption with Proportional Transaction Costs in Regime-Switching Model

✍ Liu, Ruihua 📂 Article 📅 2013 🏛 Springer 🌐 English ⚖ 878 KB

What determines transaction costs in for

What determines transaction costs in foreign exchange markets?

✍ Tarun Ramadorai 📂 Article 📅 2008 🏛 John Wiley and Sons 🌐 English ⚖ 154 KB

## Abstract Using detailed data on the currency transactions of institutional fund managers, this paper shows that funds that experience high returns on their currency holdings also incur lower transaction costs on their currency trades. This finding holds both in the cross section, i.e. funds that

UNIVERSAL INVESTMENT IN MARKETS WITH TRA

UNIVERSAL INVESTMENT IN MARKETS WITH TRANSACTION COSTS

✍ Garud Iyengar 📂 Article 📅 2005 🏛 John Wiley and Sons 🌐 English ⚖ 122 KB

Covered interest arbitrage with transact

Covered interest arbitrage with transaction costs: An evidence from the Hong Kong foreign exchange market

✍ Cheung Kui-yin; Daniel Chan Po-ming 📂 Article 📅 1994 🏛 Springer 🌐 English ⚖ 870 KB

Efficient portfolios in financial market

Efficient portfolios in financial markets with proportional transaction costs

✍ Luciano Campi, Elyès Jouini, Vincent Porte 📂 Article 📅 2013 🏛 Springer-Verlag 🌐 English ⚖ 300 KB

Asymptotic Analysis for Optimal Investme

Asymptotic Analysis for Optimal Investment in Finite Time with Transaction Costs

✍ Bichuch, Maxim 📂 Article 📅 2012 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 386 KB