Essays about: "transaction cost"

Showing result 11 - 15 of 236 essays containing the words transaction cost.

  1. 11. Optimal Portfolio Re-Balancing on Fixed Periods using a Cost/Risk Adaptation Model and Stochastic Optimization.

    University essay from Linköpings universitet/Produktionsekonomi

    Author : Max Ehn; Marcus Jämte; [2023]
    Keywords : Optimal portfolio re-balancing; optimal liquidation; minimize transaction costs; trading-volume estimation; stochastic optimization; Financial mathematics; tracking error; execution strategies; opportunity costs; liquidation costs; applied mathematics; PRIIP regulation; Swing-pricing;

    Abstract : 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. READ MORE

  3. 12. Optimal Capital Structures under the Vasicek Stochastic Interest Rate Model

    University essay from KTH/Matematik (Avd.)

    Author : Oscar Danielson; Tom Hagéus; [2023]
    Keywords : Vasicek model; stochastic interest rate model; optimal capital structures; tax benefits; bankruptcy costs; transaction costs; optimal leverage ratio; optimal debt maturity; Vasicekmodell; stokastisk räntemodell; optimala kapitalstrukturer; skattefördelar; konkurskostnader; transaktionskostnader; optimal belåningsgrad; optimal löptid;

    Abstract : 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. READ MORE

  4. 13. 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

    University essay from Göteborgs universitet/Graduate School

    Author : Ludwig Åkerström; Philip Zanganeh; [2022-08-19]
    Keywords : In- or Outsourcing; Make or Buy; Public Organization; Internal Allocation Decision; Resource-Based View; Dynamic Capabilities; Transaction Cost Economics; Agency Theory; New Public Management; Organizational Theory;

    Abstract : 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. READ MORE

  5. 14. 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

    University essay from Göteborgs universitet/Graduate School

    Author : Ali Ahmed; Lina Nashabat; [2022-07-05]
    Keywords : Electric Vehicle; Strategic Sourcing; Strategic Sourcing Orientation; Original Equipment Manufacturer; Research and Development; Supply Chain Management; Firm’s Supply Chain Agility; Transaction Cost Theory; Internal Combustion Engine; Key Performance Indicator;

    Abstract : 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. READ MORE

  6. 15. Predicting Liquidity In The Cryptocurrency Market: Testing The Invariance Theory On A New Market Structure And Asset Class

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Charles Gyllhamn; Jacob Winberg; [2022]
    Keywords : Market microstructure; invariance; bid-ask spread; liquidity; Cryptocurrencies;

    Abstract : 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. READ MORE