The Impact of Proportional Transaction Costs on Systematically Generated Portfolios
Year of publication: |
2020
|
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Authors: | Ruf, Johannes |
Other Persons: | Xie, Kangjianan (contributor) |
Publisher: |
[2020]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Transaktionskosten | Transaction costs | Portfolio-Management | Portfolio selection |
Extent: | 1 Online-Ressource (16 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: SIAM Journal of Financial Mathematics, 2020 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments June 25, 2020 erstellt |
Classification: | G11 - Portfolio Choice |
Source: | ECONIS - Online Catalogue of the ZBW |
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