On Uselessness of Limit Orders
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F67985556%3A_____%2F07%3A00086424" target="_blank" >RIV/67985556:_____/07:00086424 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Alternative languages
Result language
angličtina
Original language name
On Uselessness of Limit Orders
Original language description
We examine the continuous time portfolio selection problem involving limit orders. We show that this problem reduces to the problem without limit orders given that the investor trades continuously.
Czech name
O neužitečnosti limitních objednávek
Czech description
V práci je zkoumána úloha výběru portfolia na trhu s limitními objednávkami ve spojitém čase. Je ukázáno, že pokud je dovoleno obchodovat v libovolném čase, tato úloha se redukuje na odpovícající úlohu bez limitních objednávek.
Classification
Type
J<sub>x</sub> - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)
CEP classification
AH - Economics
OECD FORD branch
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Result continuities
Project
Result was created during the realization of more than one project. More information in the Projects tab.
Continuities
Z - Vyzkumny zamer (s odkazem do CEZ)
Others
Publication year
2007
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Name of the periodical
Bulletin of the Czech Econometric Society
ISSN
1212-074X
e-ISSN
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Volume of the periodical
2007
Issue of the periodical within the volume
24
Country of publishing house
CZ - CZECH REPUBLIC
Number of pages
13
Pages from-to
45-57
UT code for WoS article
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EID of the result in the Scopus database
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