Retaining Alpha : The Effect of Trade Size and Rebalancing Frequency on FX Strategy Returns
Year of publication: |
2020
|
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Authors: | Melvin, Michael |
Other Persons: | Pan, Wenqiang (contributor) ; Wikstrom, Petra (contributor) |
Publisher: |
[2020]: [S.l.] : SSRN |
Subject: | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection |
Extent: | 1 Online-Ressource (49 p) |
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Series: | CESifo Working Paper ; No. 8143 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments 2020 erstellt |
Other identifiers: | 10.2139/ssrn.3552383 [DOI] |
Classification: | G15 - International Financial Markets ; F31 - Foreign Exchange |
Source: | ECONIS - Online Catalogue of the ZBW |
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