About: On Uselessness of Limit Orders

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An Entity of Type : http://linked.opendata.cz/ontology/domain/vavai/Vysledek, within Data Space : linked.opendata.cz associated with source document(s)

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rdf:type	skos:Concept http://linked.opendata.cz/ontology/domain/vavai/Vysledek
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. (cs) 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. 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. (en)
Title	On Uselessness of Limit Orders O neužitečnosti limitních objednávek (cs) On Uselessness of Limit Orders (en)
skos:prefLabel	On Uselessness of Limit Orders O neužitečnosti limitních objednávek (cs) On Uselessness of Limit Orders (en)
skos:notation	RIV/67985556:_____/07:00086424!RIV08-AV0-67985556
http://linked.open.../vavai/riv/strany	45;57
http://linked.open...avai/riv/aktivita	P Z
http://linked.open...avai/riv/aktivity	P(GA402/06/1417), P(GA402/07/1113), P(GD402/03/H057), Z(AV0Z10750506)
http://linked.open...iv/cisloPeriodika	24
http://linked.open...vai/riv/dodaniDat	2008
http://linked.open...aciTvurceVysledku	Šmíd, Martin
http://linked.open.../riv/druhVysledku	J - Článek v odborném periodiku
http://linked.open...iv/duvernostUdaju	S - Úplné a pravdivé údaje nepodléhající ochraně podle zvláštních právních předpisů
http://linked.open...titaPredkladatele	Ústav teorie informace a automatizace AV ČR, v. v. i.
http://linked.open...dnocenehoVysledku	439464
http://linked.open...ai/riv/idVysledku	RIV/67985556:_____/07:00086424
http://linked.open...riv/jazykVysledku	eng - angličtina
http://linked.open.../riv/klicovaSlova	market microstructure; limit order market; portfolio selection (en)
http://linked.open.../riv/klicoveSlovo	market microstructure portfolio selection limit order market
http://linked.open...odStatuVydavatele	CZ - Česká republika
http://linked.open...ontrolniKodProRIV	[1D0648EF3FD9]
http://linked.open...i/riv/nazevZdroje	Bulletin of the Czech Econometric Society
http://linked.open...in/vavai/riv/obor	AH
http://linked.open...ichTvurcuVysledku	1 (xsd:int)
http://linked.open...cetTvurcuVysledku	1 (xsd:int)
http://linked.open...vavai/riv/projekt	Economic Systems under Uncertainty: Optimization and Approximation Nonlinear Dynamical Economic Systems: Theory and Applications Mathematical modeling of the microstructure of the financial markets with the non-synchronous trading
http://linked.open...UplatneniVysledku	2007
http://linked.open...v/svazekPeriodika	2007
http://linked.open...iv/tvurceVysledku	Šmíd, Martin
http://linked.open...n/vavai/riv/zamer	Pokročilé matematické metody získávání, zpracování a využití informací a znalostí ve složitých a nedeterministických systémech
issn	1212-074X
number of pages	13 (xsd:int)
is http://linked.open...avai/riv/vysledek of	On Uselessness of Limit Orders On Uselessness of Limit Orders On Uselessness of Limit Orders

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