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~isPartOf:"The journal of portfolio management : a publication of Institutional Investor"
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Amenc, Noël
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Zhou, Guofu
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The journal of portfolio management : a publication of Institutional Investor
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486
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1
Signal weighting
Grinold, Richard
- In:
The journal of portfolio management : a publication of …
36
(
2009/10
)
4
,
pp. 24-34
Persistent link: https://www.econbiz.de/10008652181
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2
Measuring and modeling execution cost and risk
Engle, Robert F.
;
Ferstenberg, Robert
;
Russell, Jeffrey R.
- In:
The journal of portfolio management : a publication of …
38
(
2012
)
2
,
pp. 14-28
Persistent link: https://www.econbiz.de/10009669872
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3
Trading volatility : at what cost?
Whaley, Robert E.
- In:
The journal of portfolio management : a publication of …
40
(
2013
)
1
,
pp. 95-108
Persistent link: https://www.econbiz.de/10010246274
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4
Create or buy : a comparative analysis of liquidity and transaction costs for selected US ETFs
Borkovec, Milan
;
Serbin, Vitaly
- In:
The journal of portfolio management : a publication of …
39
(
2013
)
4
,
pp. 118-131
Persistent link: https://www.econbiz.de/10009785977
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5
Option volume and stock market : while put-call ratios seem to forecast market direction, transaction costs make it difficult to exploit the forecasts
Chance, Don M.
- In:
The journal of portfolio management : a publication of …
16
(
1990
)
4
,
pp. 42-51
Persistent link: https://www.econbiz.de/10001112342
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6
Liquidity and execution costs in equity markets : how to define, measure, and compare them
Hasbrouck, Joel
- In:
The journal of portfolio management : a publication of …
14
(
1988
)
3
,
pp. 10-16
Persistent link: https://www.econbiz.de/10001114937
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7
ETF transaction costs are often higher than investors realize
Angel, James Joseph
;
Broms, Todd J.
;
Gastineau, Gary L.
- In:
The journal of portfolio management : a publication of …
42
(
2016
)
3
,
pp. 65-75
Persistent link: https://www.econbiz.de/10011685900
Saved in:
8
Portfolio investing with EVA
Zaima, Janis K.
- In:
The journal of portfolio management : a publication of …
34
(
2007/08
)
3
,
pp. 34-40
Persistent link: https://www.econbiz.de/10003727641
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9
Performance of distressed bonds
Fridson, Martin
;
Covey, Kevin P.
;
Sterling, Karen
- In:
The journal of portfolio management : a publication of …
34
(
2007/08
)
3
,
pp. 56-62
Persistent link: https://www.econbiz.de/10003727648
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10
Fundamental indexation and international diversification
Estrada, Javier
- In:
The journal of portfolio management : a publication of …
34
(
2007/08
)
3
,
pp. 93-109
Persistent link: https://www.econbiz.de/10003727653
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