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Portfolio selection
435
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Goodell, John W.
10
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Finance research letters
NBER working paper series
612
Journal of banking & finance
603
Working paper / National Bureau of Economic Research, Inc.
533
NBER Working Paper
438
European journal of operational research : EJOR
397
Insurance / Mathematics & economics
394
International review of financial analysis
303
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300
Journal of economic dynamics & control
277
The journal of finance : the journal of the American Finance Association
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Discussion paper / Centre for Economic Policy Research
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International journal of theoretical and applied finance
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Finance and stochastics
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188
The European journal of finance
182
Risks : open access journal
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Economics letters
173
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164
The North American journal of economics and finance : a journal of financial economics studies
164
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Swiss Finance Institute Research Paper
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Discussion paper / Tinbergen Institute
152
Europäische Hochschulschriften / 5
148
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Applied economics letters
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ECONIS (ZBW)
452
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1
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
Saved in:
2
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
Saved in:
3
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
Saved in:
4
Incorporating green assets in equity portfolios
Lalwani, Vaibhav
- In:
Finance research letters
59
(
2024
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014445326
Saved in:
5
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
Saved in:
6
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
Saved in:
7
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
Saved in:
8
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
Saved in:
9
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
Saved in:
10
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
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