Optimal and coherent economic-capital structures: evidence from long and short-sales trading positions under illiquid market perspectives.
Mazin A. M. Al JanabiPublished in: Ann. Oper. Res. (2013)
Keyphrases
- business transactions
- electricity markets
- market clearing
- financial markets
- foreign exchange
- competitive market
- trading strategies
- electronic commerce
- profit maximizing
- market data
- stock market
- electronic markets
- dynamic programming
- dow jones
- stock data
- financial crisis
- futures market
- optimal solution
- investment strategies
- trading agents
- stock exchange
- trading systems
- decision making
- budget constraints
- double auction
- market prices
- dynamic pricing
- external factors
- market participants
- electronic marketplaces