The impact of transaction costs in portfolio optimization: A comparative analysis between the cost of trading in Peru and the United States
Year of publication: |
2019
|
---|---|
Authors: | Chavalle, Luc ; Chávez-Bedoya, Luis |
Published in: |
Journal of Economics, Finance and Administrative Science. - Bingley : Emerald Publishing Limited, ISSN 2218-0648. - Vol. 24.2019, 48, p. 288-311
|
Publisher: |
Bingley : Emerald Publishing Limited |
Subject: | Transaction costs | Portfolio optimization | Portfolio turnover |
Type of publication: | Article |
---|---|
Type of publication (narrower categories): | Article |
Language: | English |
Other identifiers: | 10.1108/JEFAS-12-2017-0126 [DOI] 1684188474 [GVK] hdl:10419/253779 [Handle] |
Classification: | G11 - Portfolio Choice ; G12 - Asset Pricing |
Source: |
-
Chavalle, Luc, (2019)
-
On the distribution and estimation of trading costs
Kourtis, Apostolos, (2014)
-
Return and risk-return ratio based momentum strategies : a fresh perspective
Chia Rui Ming Daryl, (2013)
- More ...
-
Chavalle, Luc, (2019)
-
Chavalle, Luc, (2019)
-
Determining equivalent charges on flow and balance in individual account pension systems
Chávez-Bedoya, Luis, (2016)
- More ...