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Portfolio optimization and the cost of trading
Borkovec, Milan; Domowitz, Ian; Kiernan, Brian; Serbin, … - In: The journal of investing 19 (2010) 2, pp. 63-76
Persistent link: https://www.econbiz.de/10009304872
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Liquidity commonality and return co-movement
Domowitz, Ian; Hansch, Oliver; Wang, Xiaoxin - In: Journal of financial markets 8 (2005) 4, pp. 351-376
Persistent link: https://www.econbiz.de/10003177611
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Liquidity, volatility, and equity trading costs across countries and over time
Domowitz, Ian (contributor); Glen, Jack D. (contributor);  … - 2000 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001649900
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How does a stock trade? : stock-specific peer group analysis and its application to portfolio liquidity
Domowitz, Ian; Giritharan, Kumar - In: The journal of trading 12 (2017) 4, pp. 5-16
Persistent link: https://www.econbiz.de/10011876855
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Donuts : a picture of optimization applied to fundamental portfolios
Domowitz, Ian; Moghe, Ameya - In: The journal of portfolio management : a publication of … 44 (2017) 3, pp. 103-113
Persistent link: https://www.econbiz.de/10011877673
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Transaction Costs and Equity Portfolio Capacity Analysis
Brandes, Yossi; Domowitz, Ian; Serbin, Vitaly - In: The Oxford handbook of quantitative asset management. 2012
Persistent link: https://www.econbiz.de/10012882319