Narrow search
Showing 1 - 10 of 44
Cover Image
Transaction costs and capacity of systematic corporate bond strategies
Ivashchenko, Alexey; Kosowski, Robert L. - 2023
Persistent link: https://www.econbiz.de/10014418127
Cover Image
Importance of transaction costs for asset allocation in foreign exchange markets
Filippou, Ilias; Maurer, Thomas; Pezzo, Luca; Taylor, … - 2024
Persistent link: https://www.econbiz.de/10014530271
Cover Image
Fast and slow arbitrage : fund flows and mispricing in the frequency domain
Peress, Joël; Xi, Dong; Kang, Namho - 2020
Persistent link: https://www.econbiz.de/10012300568
Cover Image
Extending the demand system approach to asset pricing
Gehrig, Thomas P.; Sögner, Leopold - 2022
Persistent link: https://www.econbiz.de/10013464569
Cover Image
An anatomy of currency strategies : the role of emerging markets
Chernov, Mikhail; Dahlquist, Magnus; Lochstoer, Lars A. - 2024
Persistent link: https://www.econbiz.de/10015070481
Cover Image
Portfolio management with big data
Peñaranda, Francisco; Sentana, Enrique - 2024
Persistent link: https://www.econbiz.de/10015049063
Cover Image
International risk sharing and wealth allocation with higher order cumulants
Corsetti, Giancarlo; Lipinska, Anna; Lombardo, Giovanni - 2024
Persistent link: https://www.econbiz.de/10015066172
Cover Image
Asset pricing and risk sharing implications of alternative pension plan systems
Coimbra, Nuno; Gomes, Francisco J.; Michaelides, … - 2024
Persistent link: https://www.econbiz.de/10015065840
Cover Image
Informative social interactions
Arrondel, Luc; Calvo Pardo, Héctor F.; Giannitsarou, … - 2020
Persistent link: https://www.econbiz.de/10012228894
Cover Image
More risk, more information : how passive ownership can improve informational efficiency
Buss, Adrian; Sundaresan, Savitar - 2020
Persistent link: https://www.econbiz.de/10012228949