51734 documents matched the search for residual shadow costs in titles and keywords.
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Transaction Costs and Shadow Prices in Discrete Time, Christoph Czichowsky, Johannes Muhle-Karbe and Walter Schachermayer,
from Swiss Finance Institute
(2013)
Keywords: transaction costs, utility maximization, shadow price, convex duality
Issues in real options with shadow costs of incomplete information and short sales, Mondher Bellalah,
in The Journal of Economic Asymmetries
(2016)
Keywords: Real options; Discounted cash flow techniques; Information costs; Shadow costs; Incomplete information; Short sales;
Shadow prices, fractional Brownian motion, and portfolio optimisation under transaction costs, Christoph Johannes Czichowsky, Rémi Peyre, Walter Schachermayer and Junjian Yang,
from London School of Economics and Political Science, LSE Library
(2018)
Keywords: proportional transaction costs; fractional Brownian motion; shadow prices; two-way crossing; logarithmic utility
Shadow prices, fractional Brownian motion, and portfolio optimisation under transaction costs, Christoph Czichowsky, Rémi Peyre, Walter Schachermayer and Junjian Yang,
in Finance and Stochastics
(2018)
Keywords: Proportional transaction costs, Fractional Brownian motion, Shadow prices, Two-way crossing, Logarithmic utility
Shadow prices, fractional Brownian motion, and portfolio optimisation under transaction costs, Christoph Czichowsky, Rémi Peyre, Walter Schachermayer and Junjian Yang,
from HAL
(2018)
Keywords: proportional transaction costs,fractional Brownian motion,shadow prices,two-way crossing,logarithmic utility
Shadow price of water for irrigation—A case of the High Plains, Jadwiga R. Ziolkowska,
in Agricultural Water Management
(2015)
Keywords: Water; Irrigation; Residual valuation; Shadow price; High Plains; US;
Almost Perfect Shadow Prices, Eberhard Mayerhofer,
in JRFM
(2024)
Keywords: transaction costs; portfolio choice; shadow prices; reflected diffusions
On the existence of shadow prices, Giuseppe Benedetti, Luciano Campi, Jan Kallsen and Johannes Muhle-Karbe,
in Finance and Stochastics
(2013)
Keywords: Transaction costs, Shadow prices, Short selling constraints, 91G10, 91B16, G11,
On the game interpretation of a shadow price process in utility maximization problems under transaction costs, Dmitry Rokhlin,
in Finance and Stochastics
(2013)
Keywords: Transaction costs, Utility maximization, Shadow price process, Lower semicontinuous envelope, Saddle point, Duality, 91G10, 91A30, 49K35, G11,
Shadow Prices for Costs and Benefits in the Regional Development Projects, Petr Halamek,
in Zagreb International Review of Economics and Business
(2006)
Keywords: cost-benefit analysis, economic analysis, shadow prices for the jobs created
The impact of investor base on the costs of capital for IPOs, Hung-Ling Chen and Edward H. Chow,
in Journal of Multinational Financial Management
(2011)
Keywords: Investor recognition Shadow costs Initial public offerings
Shadow IT, Steffi Haag and Andreas Eckhardt,
in Business & Information Systems Engineering: The International Journal of WIRTSCHAFTSINFORMATIK
(2017)
Keywords: Shadow IT, Shadow systems, Workaround, Bring-your-own, IT consumerization
Short-term residual reversal, David Blitz, Joop Huij, Simon Lansdorp and Marno Verbeek,
in Journal of Financial Markets
(2013)
Keywords: Short-term reversal; Dynamic risks; Residual returns; Trading costs; Market efficiency;
Existence of shadow prices in finite probability spaces, Jan Kallsen and Johannes Muhle-Karbe,
in Mathematical Methods of Operations Research
(2011)
Keywords: Transactions costs, Portfolio optimization, Shadow price, 91B28, 91B16,
On decomposing net final values: EVA, SVA, and shadow project, Carlo Alberto Magni,
from University Library of Munich, Germany
(2005)
Keywords: Excess profit, residual icome, net final value, decomposition, EVA, SVA, systemic, shadow project
Do Aid for Trade Flows Help Reduce the Shadow Economy in Recipient Countries?, Sèna Kimm Gnangnon,
in Economies
(2022)
Keywords: Aid for Trade; trade costs; real exchange rate; shadow economy
Asymptotic Methods for Transaction Costs, Eberhard Mayerhofer,
in Risks
(2024)
Keywords: transaction costs; portfolio choice; shadow prices; reflected diffusions; asymptotics
Shadow prices for continuous processes, Christoph Czichowsky, Walter Schachermayer and Junjian Yang,
from London School of Economics and Political Science, LSE Library
(2017)
Keywords: utility maximization; proportional transaction costs; convex duality; shadow prices; continuous price processes
Pollution Emissions, Environmental Policy, and Marginal Abatement Costs, Ling-Yun He and Jia-Jia Ou,
in IJERPH
(2017)
Keywords: SO 2 emissions; marginal abatement costs; shadow prices
Shadow banking, Tobias Adrian, Adam Ashcraft, Hayley Boesky and Zoltan Pozsar,
in Economic Policy Review
(2013)
Keywords: shadow banking
Shadow costs of incomplete information and short sales in the valuation of the firm and its assets, Mondher Bellalah,
in The North American Journal of Economics and Finance
(2016)
Keywords: Valuation of the firm; Options; Arbitrage; Pricing; Information costs; Short sales costs;
Foundry Sand Waste and Residual Aggregate Evaluated as Pozzolans for Concrete, Guilliana Agudelo, Carlos A. Palacio, Sergio Neves Monteiro and Henry A. Colorado,
in Sustainability
(2022)
Keywords: concrete; solid wastes; compressive strength; foundry sand; residual aggregate; metakaolin; pozzolanic activity; lower costs
Are Estimates of Rapid Growth in Urban Land Values an Artifact of the Land Residual Model?, John M. Clapp, Jeffrey P. Cohen and Thies Lindenthal,
in The Journal of Real Estate Finance and Economics
(2023)
Keywords: Urban land valuation, Option value, Land residual method, Land leverage, Construction costs
Endogenous Transaction Costs and Theory of Contract, Ownership, and Residual Rights, Xiaokai Yang and Wai-Man Liu,
from World Scientific Publishing Co. Pte. Ltd.
(2008)
Keywords: Inframarginal Economics, Inframarginal Analysis, Division of Labor, Specialization, Network Effects, Smithian Framework, Transaction Costs,
Pricing derivatives in the presence of shadow costs of incomplete information and short sales, Mondher Bellalah,
in Annals of Operations Research
(2018)
Keywords: Pricing, Incomplete information, Differential equation, Derivatives, Information costs, Short sales costs
Costs and benefits of differences in the timing of greenhouse gas emission reductions, Annemiek K. Admiraal, Andries F. Hof, Michel G. J. Elzen and Detlef P. Vuuren,
in Mitigation and Adaptation Strategies for Global Change
(2016)
Keywords: Adaptation costs, Avoided damage, Climate mitigation, Discount rate, Mitigation costs, Net benefits, Residual damage
Global sustainability of carbon shadow pricing: The distance between observed and optimal abatement costs, Zhaohua Wang, Yanwu Song and Zhiyang Shen,
in Energy Economics
(2022)
Keywords: Carbon abatement; Shadow price; Dual formulation; Sustainability;
Redesigning residual cost allocation in electricity tariffs: A proposal to balance efficiency, equity and cost recovery, Carlos Batlle, Paolo Mastropietro and Pablo Rodilla,
in Renewable Energy
(2020)
Keywords: Residual costs; Tariff design; Fixed charge; Equity; Demand elasticity; Grid defection;
Shadow Banking: The Money View, Zoltan Pozsar,
from Office of Financial Research, US Department of the Treasury
(2014)
Keywords: Shadow Banking
Banking, In and Out of the Shadows, John Mullin,
in Econ Focus
(2019)
Keywords: shadow banking
Shadow Management, Eugen BURDUs,
in REVISTA DE MANAGEMENT COMPARAT INTERNATIONAL/REVIEW OF INTERNATIONAL COMPARATIVE MANAGEMENT
(2011)
Keywords: shadow management, organization, decisions.
Shadow Sorting, Tito Boeri and Pietro Garibaldi,
from C.E.P.R. Discussion Papers
(2006)
Keywords: Unemployment; Matching; Shadow activity
Shadow Sorting, Tito Boeri and Pietro Garibaldi,
from Collegio Carlo Alberto
(2006)
Keywords: Unemployment, Matching, Shadow Activity.
Percentile residual life orders, Moshe Shaked,
from Universidad Carlos III de Madrid. Departamento de EstadÃstica
(2008)
Keywords: Mean residual life function
REGRESBY: Stata module to generate regression residuals by byvarlist, Nicholas Cox,
from Boston College Department of Economics
(1998)
Keywords: regression residuals, by
RESDIAG: RATS module to perform residual diagnostics, Robert Amano, Jeff Gable and Simon van Norden,
from Boston College Department of Economics
(2000)
Keywords: residuals, diagnostics
Marginal CO2 abatement costs: Findings from alternative shadow price estimates for Shanghai industrial sectors, X. Zhou, L.W. Fan and P. Zhou,
in Energy Policy
(2015)
Keywords: Abatement cost; CO2 emissions; Shadow price; Distance function;
Development of an innovative methodology of research of systems on an example of a shadow economy as an invariant of system of economic security of state, Tatiana Yegorova-Gudkova, Maksim Bojko, Yurii Neustroiev, Oleg Khostash, Li Pan, Hryhorii Shepitko, Vitalij Beloborodko, Oleg Zvirkov, Maryna Kirilina and Irina Matjukhina,
in Technology audit and production reserves
(2021)
Keywords: shadow economy, economic safety, transaction costs, diagnostic indicators, proportional distribution, entropy testing
Merton’s portfolio problem including market frictions: A closed-form formula supporting the shadow price approach, Francesca Mariani, Maria Recchioni and Mariateresa Ciommi,
in European Journal of Operational Research
(2019)
Keywords: Finance; Merton’s portfolio; Stochastic control problems; Shadow prices; Trading costs;
Shadow banking and SME investment: Evidence from China's new asset management regulations, Yongfan Ma and Xingcun Hu,
in International Review of Economics & Finance
(2024)
Keywords: Shadow banking; New asset management regulations; External financing dependence; Financing costs; Enterprise investment;
Shadow Economy in Perception of the Bulgarian Society, Emilia Chengelova,
in Ikonomiceski i Sotsialni Alternativi
(2014)
Keywords: shadow economy, shadow economic practices
Transaction Costs and Institutional Change of Trade Litigations in Bulgaria, Shteryo Nozharov and Petya Koralova - Nozharova,
in Nauchni trudove
(2018)
Keywords: transaction costs, new institutional economics, reform of the judicial system, trade litigations, shadow economy
Using Happiness Surveys to value Intangibles; the Case of Airport Noise, Bernard van Praag and Barbara Baarsma,
from Tinbergen Institute
(2004)
Keywords: cost-benefit analysis; externalities; airport noise; satisfaction analysis; residual shadow costs
Using Happiness Surveys to Value Intangibles: The Case of Airport Noise, Bernard van Praag and Barbara Baarsma,
from Institute of Labor Economics (IZA)
(2004)
Keywords: cost-benefit analysis, externalities, airport noise, satisfaction analysis, residual shadow costs
Using Happiness Surveys to Value Intangibles: The Case of Airport Noise, Bernard M.S. van Praag, Barbara Baarsma and Bernard M.S. van Praag,
from CESifo
(2004)
Keywords: cost-benefit analysis, externalities, airport noise, satisfaction analysis, residual shadow costs
The power of residual base tests for cointegration when residuals are fractionally integrated, Walter Krämer and Francesc Marmol,
from Universidad Carlos III de Madrid. Departamento de EstadÃstica
(1999)
Keywords: Residual-Based Cointegration Tests
Residual momentum, David Blitz, Joop Huij and Martin Martens,
in Journal of Empirical Finance
(2011)
Keywords: Momentum Time-varying risk Stock-specific returns Residual returns
Percentile Residual Life Functions, Harry Joe and Frank Proschan,
in Operations Research
(1984)
Keywords: 725 residual life of used items
Revisiting the residual momentum in Japan, Yasuhiro Iwanaga,
in International Review of Financial Analysis
(2024)
Keywords: Residual momentum; Reversal effect; Japan;
Residuals in the growth curve model, Dietrich Rosen,
in Annals of the Institute of Statistical Mathematics
(1995)
Keywords: GMANOVA, Growth Curve model, residuals,
Residual wage inequality in urban China, 1995–2007, Chunbing Xing and Shi Li,
in China Economic Review
(2012)
Keywords: Wage inequality; Residual; China;
Can housing booms elevate financing costs of financial institutions?, Chao Ma and Shuoxun Zhang,
in Journal of Development Economics
(2024)
Keywords: House price; Housing boom; Financing costs; Financial institution; Bank; Wealth management products; Shadow banking;
The dual optimizer for the growth-optimal portfolio under transaction costs, S. Gerhold, J. Muhle-Karbe and W. Schachermayer,
in Finance and Stochastics
(2013)
Keywords: Transaction costs, Growth-optimal portfolio, Shadow price, 91B28, 91B16, 60H10, G11,
CO2 emissions abatement costs and drivers for Indian thermal power industry, Abhinav Jindal, Rahul Nilakantan and Avik Sinha,
in Energy Policy
(2024)
Keywords: Abatement costs; Abatement scenarios; CO2 emissions; Indian thermal power industry; Shadow prices;
Residual Deterrence, Daniel Garrett and Francesc Dilme,
from Toulouse School of Economics (TSE)
(2019)
Keywords: deterrence; reputation; switching costs
Spreadsheets: risk from the shadow, Lazar Raković, Marton Sakal, Stojanka Dakić and Jovica Đurković,
in International Journal of Business Information Systems
(2022)
Keywords: spreadsheet; risk; shadow IT.
The Impact of Competitiveness on the Shadow Economy, Thomas Poufinas, George Galanos and Charalampos Agiropoulos,
in International Advances in Economic Research
(2021)
Keywords: Competitiveness, Crisis, Shadow economy
Shadow Toll in Colombia, Juan David González-Ruiz, Sergio Botero Botero, Carlos Alejandro Arboleda and Eduardo Alexander Duque Grisales,
in Escenarios: Empresas y Territorio
(2015)
Keywords: Infrastructure, Shadow Toll, Projects
Shadow Economy and Entrepreneurial Entry, Saul Estrin and Tomasz Mickiewicz,
from Institute of Labor Economics (IZA)
(2010)
Keywords: entrepreneurship, shadow economy
Influence of using time of selected agricultural machines and tractors on residual market price, repair costs, and annual utilisation, J. Sailer, M. Kavka, P. Kavka and P. Kavka,
in Research in Agricultural Engineering
(2008)
Keywords: using time, market price, annual utilisation, repair costs, changes of parameters, agricultural machines
Residual Biomass Gasification for Small-Scale Decentralized Electricity Production: Business Models for Lower Societal Costs, Laurene Desclaux and Amaro Olimpio Pereira,
in Energies
(2024)
Keywords: biomass gasification; business models; decentralized electricity; climate change; life-cycle costs; bio-energy
Costs of Reducing Greenhouse Gas Emissions: A Case Study of India’s Power Generation Sector, Manish Gupta,
from Fondazione Eni Enrico Mattei
(2006)
Keywords: Marginal Abatement Costs, Distance Function, CO2 Emissions, Shadow Prices, Power Generation Sector
Environmental Efficiency and Pollution Costs of Nitrogen Surplus in Dairy Farms: A Parametric Hyperbolic Technology Distance Function Approach, Adewale Henry Adenuga, John Davis, George Hutchinson, Trevor Donnellan and Myles Patton,
in Environmental & Resource Economics
(2019)
Keywords: Dairy farms, Environmental efficiency, Hyperbolic distance function, Nitrogen surplus, Pollution costs, Shadow price
“Speaking truth to power”: analysing shadow reporting as a form of shadow accounting, Helen Tregidga,
in Accounting, Auditing & Accountability Journal
(2017)
Keywords: Power/Knowledge, Shadow accounting, Shadow reporting
Residuals and the Residual-Based Statistic for Testing Goodness of Fit of Structural Equation Models, Njål Foldnes, Tron Foss and Ulf Henning Olsson,
in Journal of Educational and Behavioral Statistics
(2012)
Keywords: goodness of fit; residuals; degrees of freedom; residual-based statistic
Residual Strength Assessment and Residual Life Prediction of Corroded Pipelines: A Decade Review, Haotian Li, Kun Huang, Qin Zeng and Chong Sun,
in Energies
(2022)
Keywords: residual strength; residual life; evaluation criterion; intelligent model
Determinants of Shadow Economy Fnnctioning and Distributing, Reikin Vitaliy S.,
in Business Inform
(2012)
Keywords: shadow economy, shadow economy reasons, genesis, determinants
Shadow Economy, Friedrich Schneider,
from Springer
(2008)
Keywords: Informal Sector, Shadow Economy, Underground Economy, Hide Economy, Shadow Economy Activity
Residuals density estimation in nonparametric regression, Ibrahim A. Ahmad,
in Statistics & Probability Letters
(1992)
Keywords: Function regression kernel function residuals consistency asymptotic normality residual variance
UTILITY MAXIMIZATION IN A BINOMIAL MODEL WITH TRANSACTION COSTS: A DUALITY APPROACH BASED ON THE SHADOW PRICE PROCESS, Christian Bayer and Bezirgen Veliyev,
in International Journal of Theoretical and Applied Finance (IJTAF)
(2014)
Keywords: Utility maximization, binomial model, transaction costs, duality methods
Basis functions for residual stresses, Sankalp Tiwari and Anindya Chatterjee,
in Applied Mathematics and Computation
(2020)
Keywords: Residual stresses; Basis functions; Interpolation functions;
On the Residual Continuity of Global Attractors, Xingxing Wang and Hongyong Cui,
in Mathematics
(2022)
Keywords: global attractor; residual continuity; Baire’s category
Significance Of Residual Value In Asset Valuation, Żelazowski Konrad,
in Real Estate Management and Valuation
(2014)
Keywords: valuation, DCF method, residual value
A residual bootstrap for conditional Value-at-Risk, Eric Beutner, Alexander Heinemann and Stephan Smeekes,
in Journal of Econometrics
(2024)
Keywords: Residual bootstrap; Value-at-Risk; GARCH;
Estimating the Density of the Residuals in Autoregressive Models, Eckhard Liebscher,
in Statistical Inference for Stochastic Processes
(1999)
Keywords: autoregressive models, density estimators, residuals,
Residual Wage Inequality in Urban China, 1995-2007, Chunbing Xing,
from Institute of Labor Economics (IZA)
(2010)
Keywords: urban China, residual inequality, decomposition
The Verification of the Residual Normality and the Prediction of the Regression Model, Constantin Anghelache, Radu Titus Marinescu, Alexandru Manole and Emilia Stanciu,
in Romanian Statistical Review Supplement
(2015)
Keywords: regression model, Residual Normality
Accuracy of numerical solutions using the eulers equation residuals, Manuel S. Santos,
from Universidad Carlos III de Madrid. Departamento de EconomÃa
(1998)
Keywords: Euler equation residuals
Testing Conditional Dynamics in Asymmetry. A Residual-Based Approach, Philippe Lambert and Sébastien Laurent,
from ULB -- Universite Libre de Bruxelles
(2008)
Keywords: Conditional skewness; asymmetry; residuals
The Experience of the Leading EU Countries in Contention with Shadow Economy: Recommendations for Ukraine, Alexey Diachenko, Alexander Galytskiy and Olena Borzenko,
from Springer
(2018)
Keywords: Shadow Economy, Shadow Process, Shadow Sector, Hryvnia, Shadow Market
Duality theory for portfolio optimisation under transaction costs, Christoph Czichowsky and Walter Schachermayer,
from London School of Economics and Political Science, LSE Library
(2016)
Keywords: utility maximisation; proportional transaction costs; convex duality; shadow prices; supermartingale deflators; optional strong supermartingales; predictable strong supermartingales; logarithmic utility
The Shadow Banking System. Can it be regulated?, Dominique Plihon,
in CEPN Policy Brief
(2013)
Keywords: Finance, shadow banking
Tax Evasion and the Shadow Economy in Hungary, Ádám Balog,
in Society and Economy
(2015)
Keywords: tax evasion, shadow economy
Shadow economy as an example of unfair competition, Agata Kubiczek,
in Ekonomia i Prawo
(2014)
Keywords: economics, competition, shadow economy
AN ANALYSIS OF THE SHADOW ECONOMY IN EU COUNTRIES, Mihaela Tudose and Raluca Irina Clipa,
in CES Working Papers
(2016)
Keywords: shadow economy; MIMIC model
The Precise Management Meaning of a Shadow Price, C. Perry and K. C. Crellin,
in Interfaces
(1982)
Keywords: programming, linear, shadow price
Shadow banking and the financial side of financialization, Eugenio Caverzasi, Alberto Botta and Clara Capelli,
from University of Greenwich, Greenwich Political Economy Research Centre
(2019)
Keywords: shadow banking; de-financialization
Determination of Impact of Propensities by Means of Residuals of Econometric Models for Spatial Data, Doszyń Mariusz,
in Folia Oeconomica Stetinensia
(2009)
Keywords: propensities, propensity to consumption, residuals of econometric models, OLS residuals, predictive residuals, studentized residuals, recursive residuals, BLUS residuals, propensities, propensity to consumption, residuals of econometric models, OLS residuals, predictive residuals, studentized residuals, recursive residuals, BLUS residuals
Shadow banking and the crisis of 2007-08, Daniel Sanches,
in Business Review
(2014)
Keywords: Financial Crisis; Shadow banks; Banking
Shadow banks and macroeconomic instability, Roland Meeks, Benjamin Nelson and Piergiorgio Alessandri,
from Bank of Italy, Economic Research and International Relations Area
(2013)
Keywords: shadow banks, securitization, financial accelerator
In the shadow of giants, Jing-Yuan Chiou,
from University Library of Munich, Germany
(2012)
Keywords: Cumulative Innovation; Patentable Subject Matter; Probabilistic Patents; Search; Shadow Effect
Shadow links, Manuel Foerster, Ana Mauleon and Vincent Vannetelbosch,
from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)
(2021)
Keywords: Network formation ; Private information ; Shadow links ; Stability ; Rationalizability
Shadow links, Manuel Foerster, Ana Mauleon and Vincent Vannetelbosch,
in Journal of Economic Theory
(2021)
Keywords: Network formation; Private information; Shadow links; Stability; Rationalizability;
THE POWER OF BEAVER U AGAINST A VARIANCE INCREASE IN MARKET MODEL RESIDUALS, K Rohrbach and R Chandra,
in Journal of Accounting Research
(1989)
Keywords: Variance effect, Market model residuals, Leptokurtic residuals
LOGITCPRPLOT: Stata module to graph component-plus-residual plot for logistic regression, Ben Jann,
from Boston College Department of Economics
(2009)
Keywords: logistic regression, residual, partial residual plot
In the shadow of shadow banking: a liquidity perspective, Zehao Liu, Ping He and Chengbo Xie,
in Theoretical Economics
(2024)
Keywords: Shadow banking, liquidity requirements, regulatory arbitrage, liquidity shortage, search and matching
Shadow Banking for Connected Lending and The Countermeasures: Turkish Case, Ihsan Delikanli, Ali Alp and Saim Kilic,
in Istanbul Stock Exchange Review
(2012)
Keywords: Banking Regulation, Shadow Banking, Shadow Credit Intermediation.
Evaluation of Digital Shadow Economy Prevention Measures, Remeikiene Rita and Gaspareniene Ligita,
in Economics and Culture
(2016)
Keywords: shadow economy, digital shadow economy, prevention measures
Some results on residual entropy of ranked set samples, Saeid Tahmasebi, Ali Akbar Jafari and Maryam Eskandarzadeh,
in Statistics & Probability Letters
(2016)
Keywords: Ranked set sample; Residual entropy; Residual Rényi entropy;
How has China's low-carbon city pilot policy influenced its CO2 abatement costs? Analysis from the perspective of the shadow price, Lan Xu, Jun Yang, Jixin Cheng and Hanghang Dong,
in Energy Economics
(2022)
Keywords: Environmental regulations; Low-carbon city pilot policy; Marginal abatement cost of CO2 emissions; Quasi-natural experiment; Shadow price;
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