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 In the fall  of  2010,  167  auction  experts from top  universities  around the  country sent  a  letter to&...
The investment approach says that, as long as the rate of return to investment is positive, we need to invest less than a dollar today to obtain a dollar of benefi ts in the future. Under the inve...
Recent turmoil in the financial markets raises questions about whether and by how much monetary policy should deviate from its regular, more systematic, responses to economic conditions. Whether it ...
We show that the e§ects of taxes on labor supply are shaped by interactions between adjustment costs for workers and hours constraints set by Örms. We develop a model in which Örms post jo...
Covering the Costs     Cost  involved       2015/7/20
Covering the Costs
This paper explores how the costs of meeting given aggregate targets for pollution emissions change with the imposition of the requirement that key pollution-related industries be compensated for pote...
Calculating the welfare implications of changes to economic policy or shocks to the economy requires economists to decide on a normative criterion. One way to make that decision is to elicit the relev...
Innovation traditionally takes place within an organization's boundaries and with selected partners. This Chandlerian approach is rooted in transaction costs, organizational boundaries, and informatio...
This paper provides a synthesis of the literature on the costs incurred by organizations that develop, adopt and use inter-organizational process innovations in supply networks. A review of the litera...
This paper considers a sequence of discrete-time random walk markets with a safe and a single risky investment opportunity, and gives conditions for the existence of arbitrages or free lunches with va...
We construct algorithms for computation of prices and superhedging strategies for game options in general discrete time markets with transaction costs both from seller’s (upper arbitrage free price) a...
We consider a nancial market with liquidity cost as in C etin, Jarrow and Protter[3] where the supply function S"(s;) depends on a parameter"0 withS0(s;) =s corresponding to the perfect liquid si...
Recent progress in portfolio choice has made a wide class of problemsinvolving transaction costs tractable. We review the basic approach to these problems,and outline some directions for future resear...
We prove a version of First Fundamental Theorem of Asset Pricing under transaction costs for discrete-time markets with dividend-paying securities. Specifically, we show that the no-arbitrage conditio...

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