Optimal execution strategy in the presence of permanent price impact and fixed transaction cost
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- Fujiwara, Yoshi & Aoyama, Hideaki & Di Guilmi, Corrado & Souma, Wataru & Gallegati, Mauro, 2004. "Gibrat and Pareto–Zipf revisited with European firms," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 344(1), pages 112-116.
- Fujiwara, Yoshi & Di Guilmi, Corrado & Aoyama, Hideaki & Gallegati, Mauro & Souma, Wataru, 2004.
"Do Pareto–Zipf and Gibrat laws hold true? An analysis with European firms,"
Physica A: Statistical Mechanics and its Applications,
Elsevier, vol. 335(1), pages 197-216.
- Yoshi Fujiwara & Corrado Di Guilmi & Hideaki Aoyama & Mauro Gallegati & Wataru Souma, 2003. "Do Pareto-Zipf and Gibrat laws hold true? An analysis with European Firms," Papers cond-mat/0310061, arXiv.org, revised Nov 2003.
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NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2010-07-10 (All new papers)
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