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Related papers: Foundations for Wash Sales

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Wash trading is a form of market manipulation where the same entity sells an asset to themselves to drive up market prices, launder money under the cover of a legitimate transaction, or claim a tax loss without losing ownership of an asset.…

General Finance · Quantitative Finance 2023-05-03 Derek Liu , Francesco Piccoli , Katie Chen , Adrina Tang , Victor Fang

In this paper we consider a modification of the classical Merton portfolio optimization problem. Namely, an investor can trade in financial asset and consume his capital. He is additionally endowed with a one unit of an indivisible asset…

Portfolio Management · Quantitative Finance 2015-12-15 Jakub Trybuła

We study the Merton problem of optimal consumption-investment for the case of two investors sharing a final wealth. The typical example would be a husband and wife sharing a portfolio looking to optimize the expected utility of consumption…

Portfolio Management · Quantitative Finance 2019-01-03 Adrien Nguyen Huu , Oumar Mbodji , A Nguyen-Huu , Traian A. Pirvu

This paper considers the portfolio management problem of optimal investment, consumption and life insurance. We are concerned with time inconsistency of optimal strategies. Natural assumptions, like different discount rates for consumption…

Optimization and Control · Mathematics 2011-07-25 Ivar Ekeland , Oumar Mbodji , Traian A. Pirvu

We consider an illiquid financial market where a risk averse investor has to liquidate a portfolio within a finite time horizon [0,T] and can trade continuously at a traditional exchange (the "primary venue") and in a dark pool. At the…

Trading and Market Microstructure · Quantitative Finance 2012-08-07 Peter Kratz , Torsten Schöneborn

Toehold purchase, defined here as purchase of one share in a firm by an investor preparing a tender offer to acquire majority of shares in it, reduces by one the number of shares this investor needs for majority. In the paper we construct…

General Finance · Quantitative Finance 2016-02-23 Iryna Banakh , Taras Banakh , Pavel Trisch , Myroslava Vovk

The valuation process that economic agents undergo for investments with uncertain payoff typically depends on their statistical views on possible future outcomes, their attitudes toward risk, and, of course, the payoff structure itself.…

Pricing of Securities · Quantitative Finance 2010-01-11 Constantinos Kardaras

We describe an optimization-based tax-aware portfolio construction method that adds tax liability to standard Markowitz-based portfolio construction. Our method produces a trade list that specifies the number of shares to buy of each asset…

Optimization and Control · Mathematics 2021-02-23 Nicholas Moehle , Mykel J. Kochenderfer , Stephen Boyd , Andrew Ang

We analyze the household savings problem in a general setting where returns on assets, non-financial income and impatience are all state dependent and fluctuate over time. All three processes can be serially correlated and mutually…

Theoretical Economics · Economics 2020-08-07 Qingyin Ma , John Stachurski , Alexis Akira Toda

We propose that the liquidity of an asset includes two components: liquidity jump and liquidity diffusion. We show that liquidity diffusion has a higher correlation with crypto wash trading than liquidity jump and demonstrate that treatment…

Statistical Finance · Quantitative Finance 2024-05-14 Qi Deng , Zhong-guo Zhou

Diversification return is an incremental return earned by a rebalanced portfolio of assets. The diversification return of a rebalanced portfolio is often incorrectly ascribed to a reduction in variance. We argue that the underlying source…

Portfolio Management · Quantitative Finance 2011-09-07 Scott Willenbrock

As an attempt to bridge the gap between the probabilistic world of classical information theory and the combinatorial world of zero-error information theory, this paper studies the performance of randomly generated codebooks over discrete…

Information Theory · Computer Science 2018-12-11 Parham Noorzad , Michelle Effros , Michael Langberg , Victoria Kostina

In the setup of selling one or more goods, various papers have shown, in various forms and for various purposes, that a small change in the distribution of a buyer's valuations may cause only a small change in the possible revenue that can…

Computer Science and Game Theory · Computer Science 2026-01-09 Sergiu Hart , Noam Nisan

The discrete sell or hold problem (DSHP), which is introduced in \cite{H12}, is studied under the constraint that each asset can only take a constant number of different values. We show that if each asset can take only two values, the…

Computer Science and Game Theory · Computer Science 2014-07-24 Ye Du

NFTs (Non-Fungible Tokens) have seen significant growth since they first captured public attention in 2021. However, the NFT market is plagued by fake transactions and economic bubbles, e.g., NFT wash trading. Wash trading typically refers…

Cryptography and Security · Computer Science 2024-07-23 Shijian Chen , Jiachi Chen , Jiangshan Yu , Xiapu Luo , Yanlin Wang

This paper studies an open question in the warehouse problem where a merchant trading a commodity tries to find an optimal inventory-trading policy to decide on purchase and sale quantities during a fixed time horizon in order to maximize…

Data Structures and Algorithms · Computer Science 2023-02-24 Ishan Bansal , Oktay Günlük

Inventory management problems with periodic and controllable resets occur in the context of managing water storage in the developing world and retailing limited-time availability products. In this paper, we consider a set of sequential…

Optimization and Control · Mathematics 2022-09-09 Yoon Lee , Yonatan Mintz , Anil Aswani , Zuo-Jun Max Shen , Cong Yang

Consider a coin tossing experiment which consists of tossing one of two coins at a time, according to a renewal process. The first coin is fair and the second has probability $1/2 + \theta$, $\theta \in [-1/2,1/2]$, $\theta$ unknown but…

Probability · Mathematics 2019-03-25 Diego Marcondes , Cláudia Peixoto

Management of a portfolio that includes an illiquid asset is an important problem of modern mathematical finance. One of the ways to model illiquidity among others is to build an optimization problem and assume that one of the assets in a…

Mathematical Finance · Quantitative Finance 2020-09-28 Ljudmila A. Bordag , Ivan P. Yamshchikov

Points-based rewards programs are a prevalent way to incentivize customer loyalty; in these programs, customers who make repeated purchases from a seller accumulate points, working toward eventual redemption of a free reward. These programs…

Machine Learning · Computer Science 2025-06-05 Chamsi Hssaine , Yichun Hu , Ciara Pike-Burke
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