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A practical framework for estimating transaction costs and developing optimal trading strategies to achieve best execution
Kissell, Robert; Glantz, Morton; Malamut, Roberto - In: Finance research letters 1 (2004) 1, pp. 35-46
Persistent link: https://www.econbiz.de/10003307249
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Markowitz meets technical analysis : building optimal portfolios by exploiting information in trend-following signals
Santos, André A. P.; Torrent, Hudson S. - In: Finance research letters 49 (2022), pp. 1-7
Persistent link: https://www.econbiz.de/10013478652
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Transactions costs and the equity premium puzzle
Hong, Sanghyun - In: Finance research letters 49 (2022), pp. 1-6
Persistent link: https://www.econbiz.de/10013479624
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Incorporating green assets in equity portfolios
Lalwani, Vaibhav - In: Finance research letters 59 (2024), pp. 1-7
Persistent link: https://www.econbiz.de/10014445326
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Hedging errors with Leland's option model in the presence of transaction costs
Zhao, Yonggan; Ziemba, William T. - In: Finance research letters 4 (2007) 1, pp. 49-58
Persistent link: https://www.econbiz.de/10003442070
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Comments on and corrigendum to "Hedging errors with Leland's option model in the presence of transaction costs"
Zhao, Yonggan; Ziemba, William T. - In: Finance research letters 4 (2007) 3, pp. 196-199
Persistent link: https://www.econbiz.de/10003702449
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Comments on "Hedging errors with Leland's option model in the presence of transaction costs"
Leland, Hayne Ellis - In: Finance research letters 4 (2007) 3, pp. 200-202
Persistent link: https://www.econbiz.de/10003702460
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Rational expectations equilibrium with transaction costs in financial markets
Chong, Zhiwei - In: Finance research letters 9 (2012) 2, pp. 73-80
Persistent link: https://www.econbiz.de/10009615898
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Commonality in FX liquidity : high-frequency evidence
Sensoy, Ahmet; Uzun, Sevcan; Lucey, Brian M. - In: Finance research letters 39 (2021), pp. 1-9
Persistent link: https://www.econbiz.de/10012805184
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Intraday momentum and reversal in Chinese stock market
Chu, Xiaojun; Gu, Zherong; Zhou, Haigang - In: Finance research letters 30 (2019), pp. 83-88
Persistent link: https://www.econbiz.de/10012420230