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Integration of third-party platforms: Does it really hurt them? 期刊论文
INTERNATIONAL JOURNAL OF PRODUCTION ECONOMICS, 2021, 卷号: 234, 页码: 22
作者:  Zhou, Xiaoyang;  Chen, Kexin;  Wen, Haoyu;  Lin, Jun;  Zhang, Kai;  Tian, Xin;  Wang, Shouyang;  Lev, Benjamin
收藏  |  浏览/下载：149/0  |  提交时间：2021/06/01
Platform competition  Platform integration  Stackelberg game  Commission rate decision  Service differentiation  
Portfolio rebalancing model with transaction costs based on fuzzy decision theory 期刊论文
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 2006, 卷号: 175, 期号: 2, 页码: 879-893
作者:  Fang, Yong;  Lai, K. K.;  Wang, Shou-Yang
收藏  |  浏览/下载：98/0  |  提交时间：2018/07/30
portfolio rebalancing  fuzzy set  fuzzy decision  transaction costs  
Computation of arbitrage in frictional bond markets 期刊论文
THEORETICAL COMPUTER SCIENCE, 2006, 卷号: 363, 期号: 3, 页码: 248-256
作者:  Cai, Mao-cheng;  Deng, Xiaotie;  Li, Zhongfei
收藏  |  浏览/下载：109/0  |  提交时间：2018/07/30
frictional market  weak no-arbitrage  computational complexity  NP-hard  
Portfolio rebalancing with transaction costs and a minimal purchase unit 期刊论文
DYNAMICS OF CONTINUOUS DISCRETE AND IMPULSIVE SYSTEMS-SERIES B-APPLICATIONS & ALGORITHMS, 2005, 卷号: 12, 期号: 4, 页码: 499-515
作者:  Fang, Y;  Lai, KK;  Wang, SY
收藏  |  浏览/下载：93/0  |  提交时间：2018/07/30
portfolio rebalancing  transaction costs  minimal purchase unit  semi-absolute deviation risk function  mixed-integer linear programming problem  
Computation of arbitrage in a financial market with various types of frictions 期刊论文
ALGORITHMIC APPLICATIONS IN MANAGEMENT, PROCEEDINGS, 2005, 卷号: 3521, 页码: 270-280
作者:  Cai, MC;  Deng, XT;  Li, ZF
收藏  |  浏览/下载：95/0  |  提交时间：2018/07/30
Necessary and sufficient conditions for weak no-arbitrage in securities markets with frictions 期刊论文
ANNALS OF OPERATIONS RESEARCH, 2005, 卷号: 133, 期号: 1-4, 页码: 265-276
作者:  Deng, XT;  Li, ZF;  Wang, SY;  Yang, HL
收藏  |  浏览/下载：115/0  |  提交时间：2018/07/30
weak no-arbitrage  transaction costs  bid-ask spread  taxes  nonlinear programming  
Optimal consumption portfolio and no-arbitrage with nonproportional transaction costs 期刊论文
ANNALS OF OPERATIONS RESEARCH, 2005, 卷号: 135, 期号: 1, 页码: 211-221
作者:  Chao, X;  Lai, KK;  Wang, SY;  Yu, M
收藏  |  浏览/下载：104/0  |  提交时间：2018/07/30
no-arbitrage  optimal consumption  portfolio selection  transaction costs  bid-ask spreads  
Mean-variance-skewness model for portfolio selection with transaction costs 期刊论文
INTERNATIONAL JOURNAL OF SYSTEMS SCIENCE, 2003, 卷号: 34, 期号: 4, 页码: 255-262
作者:  Liu, S;  Wang, SY;  Qiu, W
收藏  |  浏览/下载：77/0  |  提交时间：2018/07/30
A fuzzy approach to portfolio rebalancing with transaction costs 期刊论文
COMPUTATIONAL SCIENCE - ICCS 2003, PT II, PROCEEDINGS, 2003, 卷号: 2658, 页码: 10-19
作者:  Fang, Y;  Lai, KK;  Wang, SY
收藏  |  浏览/下载：89/0  |  提交时间：2018/07/30
marshalliandeviationnewobservablecriteriontomeasuretransactionpathsindoubleauctionmarkets 期刊论文
journalofsystemsscienceandcomplexity, 2002, 卷号: 015, 期号: 003, 页码: 261
作者:  Zhan Wenjie;  Wang Shouyang;  Zhang Jinlong;  Yan Jie;  Lai K K
收藏  |  浏览/下载：99/0  |  提交时间：2020/01/10