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A new look at portfolio management
Ahlers, David M. - 1977
Persistent link: https://www.econbiz.de/10000056207
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Friction in the trading process and the estimation of systematic risk
Cohen, Kalman J. - 1982
Persistent link: https://www.econbiz.de/10002005518
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Friction in the trading process and the estimation of systematic risk
Cohen, Kalman J. - In: Journal of financial economics 12 (1983) 2, pp. 263-278
Persistent link: https://www.econbiz.de/10002005543
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The impact of designated market makers on security prices
Cohen, Kalman J. - In: Journal of banking & finance 1 (1977) 3, pp. 219-247
Persistent link: https://www.econbiz.de/10002005577
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Transaction costs, order placement strategy, and existence of the bid-ask spead
Cohen, Kalman J.; Maier, Steven F.; Schwartz, Robert A. - In: Journal of political economy 89 (1981) 2, pp. 287-305
Persistent link: https://www.econbiz.de/10002005839