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~isPartOf:"Economics letters"
~isPartOf:"Journal of financial economics"
~person:"Barroso, Pedro"
~subject:"Transaction costs"
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Transaction costs
Anlageverhalten
2
Behavioural finance
2
CAPM
2
Portfolio selection
2
Portfolio-Management
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Transaktionskosten
2
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Arbitrage
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Arbitrage Pricing
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Arbitrage risk
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Securities trading
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Short-sale constraints
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Transaction costs of momentum
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Barroso, Pedro
Balduzzi, Pierluigi
1
Carmichael, Benoît
1
Collin-Dufresne, Pierre
1
Coën, Alain
1
Daniel, Kent
1
Detzel, Andrew
1
Filippou, Ilias
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Jang, Bong-Gyu
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Kim, Taeyoon
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Lee, Seungkyu
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Lesmond, David A.
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Lo, Andrew W.
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Lynch, Anthony W.
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MacKinlay, Archie Craig
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Maurer, Thomas
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Park, Seyoung
1
Pezzo, Luca
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Reschenhofer, Christoph
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Santa-Clara, Pedro
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Sağlam, Mehmet
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Schill, Michael J.
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Economics letters
Journal of financial economics
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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:
2
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
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