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~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
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Management science : journal of the Institute for Operations Research and the Management Sciences
NBER working paper series
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NBER Working Paper
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Working paper / National Bureau of Economic Research, Inc.
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Dynamic portfolio execution
Tsoukalas, Gerry
;
Wang, Jiang
;
Giesecke, Kay
- In:
Management science : journal of the Institute for …
65
(
2019
)
5
,
pp. 2015-2040
Persistent link: https://www.econbiz.de/10012039722
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2
Impossible frontiers
Brennan, Thomas J.
;
Lo, Andrew W.
- In:
Management science : journal of the Institute for …
56
(
2010
)
6
,
pp. 905-923
Persistent link: https://www.econbiz.de/10003988517
Saved in:
3
Dynamic alpha : a spectral decomposition of investment performance across time horizons
Chaudhuri, Shomesh E.
;
Lo, Andrew W.
- In:
Management science : journal of the Institute for …
65
(
2019
)
9
,
pp. 4440-4450
Persistent link: https://www.econbiz.de/10012118591
Saved in:
4
Return smoothing, liquidity costs, and investor flows : evidence from a separate account platform
Cao, Charles Q.
;
Farnsworth, Grant
;
Liang, Bing
;
Lo, …
- In:
Management science : journal of the Institute for …
63
(
2017
)
7
,
pp. 2233-2250
Persistent link: https://www.econbiz.de/10011729386
Saved in:
5
Impossible Frontiers
Brennan, Thomas J.
;
Lo, Andrew W.
- In:
Management science : journal of the Institute for …
56
(
2010
)
6
,
pp. 905-924
Persistent link: https://www.econbiz.de/10008426153
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