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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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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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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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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
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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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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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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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Derivatives & risk management
Chance, Don M. (contributor) - 1999
Persistent link: https://www.econbiz.de/10001375785
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A modern theory of security analysis : how Ben Graham's wisdom translates in today's stock market
Fogler, H. R. - In: The journal of portfolio management : a publication of … 19 (1993) 3, pp. 6-14
Persistent link: https://www.econbiz.de/10001140857
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Bonds versus stocks : another look ; the look is at the market portfolio as well as at its components
Statman, Meir - In: The journal of portfolio management : a publication of … 13 (1987) 2, pp. 33-38
Persistent link: https://www.econbiz.de/10001114284