Essays about: "transaction-costs theory"

Showing result 1 - 5 of 67 essays containing the words transaction-costs theory.

  1. 1. Portfolio Optimization Problems with Transaction Costs

    University essay from KTH/Skolan för teknikvetenskap (SCI)

    Author : Stina Gustavsson; Linnéa Gyllberg; [2023]
    Keywords : Portfolio optimization; variable transaction costs; fixed transaction costs;

    Abstract : Portfolio theory is a cornerstone of modern finance, and it is based on the idea that an investor can reduce risk by diversifying their investments across various assets. In practice, Harry Markowitz mean-variance optimization theory is expanded upon by taking into account variable and fixed transaction cost, making the model slightly more reliable. READ MORE

  2. 2. Mellan lantbrukare och entrecôte : en jämförelsestudie om aktörer i livsmedelskedjan för köttprodukter i Uppsala län

    University essay from SLU/Dept. of Economics

    Author : Jessica Hägg; Anette Eriksson; [2023]
    Keywords : Kooperativ; agrar marknad; beslut; Swedish Meats; beslutsteori; transaktionskostnadsteori; köttindustrin; aktiebolag;

    Abstract : Livsmedelsproduktion i Sverige har aldrig varit så aktuell som nu. Samtida kriser ökar medvetenheten om sårbarheten i den svenska livsmedelskedjan. Sedan 2017 har Sverige en livsmedelsstrategi för att öka den svenska livsmedelsproduktion. READ MORE

  3. 3. 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

  4. 4. Value flows and transaction costs in the potential market for meadow biomass : the alternative use of meadow biomass

    University essay from SLU/Dept. of Economics

    Author : Isabelle Lundholm; [2022]
    Keywords : mown meadows; meadow biomass; agricultural firms; value proposition; value creation; value capture; sustainable business model; market; transaction costs;

    Abstract : There is an urgency for agricultural firms to increase profitability in order to keep larger areas of meadows under maintenance. The alternative use of meadow biomass is a business opportunity for agricultural firms to increase revenue streams. READ MORE

  5. 5. The Phenomenon of Cryptocurrency and its Implementation into Businesses

    University essay from Lunds universitet/Företagsekonomiska institutionen

    Author : Silvia Cristina Tufan; Marcus Nilsson; Oliver Elm; [2022]
    Keywords : Bitcoin; Stablecoin; Cryptocurrency; Blockchain; Smart contract; Decentralization; Foreign Exchange; International Businesses; Strategic Management; Transaction costs; Agency theory; Business and Economics;

    Abstract : While the popularity of cryptocurrencies has seen a dramatic uptick as of late, the general phenomenon still carries with it a high level of novelty. The inception of cryptocurrencies began with Bitcoin in late 2008, making its first appearance on a cryptographic community forum, posted by a yet to be identified entity carrying the pseudonym Satoshi Nakomoto. READ MORE