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~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~person:"Martín-Utrera, Alberto"
~person:"Tan, Sinan"
~subject:"1994"
~subject:"Transaction costs"
~subject:"United States"
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1994
Transaction costs
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Journal of financial and quantitative analysis : JFQA
Journal of Financial Stability
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Journal of financial stability
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The journal of finance : the journal of the American Finance Association
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Parameter uncertainty in multiperiod portfolio optimization with transaction costs
DeMiguel, Victor
;
Martín-Utrera, Alberto
;
Nogales, …
- In:
Journal of financial and quantitative analysis : JFQA
50
(
2015
)
6
,
pp. 1443-1471
Persistent link: https://www.econbiz.de/10011479445
Saved in:
2
Multiple risky assets, transaction costs, and return predictability : allocation rules and implications for US investors
Lynch, Anthony W.
;
Tan, Sinan
- In:
Journal of financial and quantitative analysis : JFQA
45
(
2010
)
4
,
pp. 1015-1053
Persistent link: https://www.econbiz.de/10008758049
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