An empirical investigation of methods to reduce transaction costs
Year of publication: |
2014
|
---|---|
Authors: | Moorman, Theodore |
Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 29.2014, p. 230-246
|
Subject: | Transaction costs reduction | Portfolio performance | Optimization | No-trade region | Geometric distance | Theorie | Theory | Transaktionskosten | Transaction costs | Portfolio-Management | Portfolio selection |
-
An empirical investigation of methods to reduce transaction costs
Moorman, Theodore, (2014)
-
Multiperiod portfolio optimization with multiple risky assets and general transaction costs
Mei, Xiaoling, (2016)
-
Asset allocation with correlation : a composite trade-off
Carroll, Rachael, (2017)
- More ...
-
Inter-temporal variation in the illiquidity premium
Jensen, Gerald R., (2010)
-
An empirical investigation of methods to reduce transaction costs
Moorman, Theodore, (2014)
-
Inter-temporal variation in the illiquidity premium
Jensen, Gerald R., (2010)
- More ...