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~isPartOf:"Discussion paper"
~isPartOf:"Economics and finance working paper series"
~isPartOf:"Journal of financial economics"
~person:"Albuquerque, Rui"
~person:"Barroso, Pedro"
~person:"Karanasos, Menelaos"
~subject:"Transaction costs"
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Do limits to arbitrage explain the benefits of volatility-managed portfolios?
Barroso, Pedro
;
Detzel, Andrew
- In:
Journal of financial economics
140
(
2021
)
3
,
pp. 744-767
Persistent link: https://www.econbiz.de/10013259593
Saved in:
2
Momentum has its moments
Barroso, Pedro
;
Santa-Clara, Pedro
- In:
Journal of financial economics
116
(
2015
)
1
,
pp. 111-120
Persistent link: https://www.econbiz.de/10011347950
Saved in:
3
Quantifying private benefits of control from a structural model of block trades
Albuquerque, Rui
;
Schroth, Enrique
- In:
Journal of financial economics
96
(
2010
)
1
,
pp. 33-55
Persistent link: https://www.econbiz.de/10003968034
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