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Do high-frequency traders improve your implementation shortfall?
Korajczyk, Robert A.; Murphy, Dermot - In: Journal of investment management : JOIM 18 (2020) 1, pp. 18-33
Persistent link: https://www.econbiz.de/10012254346
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Optimal dividend and reinsurance strategies with financing and liquidation value
Yao, Dingjun; Yang, Hailiang; Wang, Rongming - In: Astin bulletin : the journal of the International … 46 (2016) 2, pp. 365-399
Persistent link: https://www.econbiz.de/10011576767
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Multivariate risk measures : a constructive approach based on selections
Molčanov, Il'ja S.; Cascos, Ignacio - In: Mathematical finance : an international journal of … 26 (2016) 4, pp. 867-900
Persistent link: https://www.econbiz.de/10011583808
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Combining value and momentum
Fisher, Gregg; Shah, Ronnie; Titman, Sheridan - In: Journal of investment management : JOIM 14 (2016) 2, pp. 33-48
Persistent link: https://www.econbiz.de/10011690857
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Mean-variance optimization with public and private asset classes
Meng, Yu Ben; Zhang, Pu Paul; Ong, Ryan - In: Journal of investment management : JOIM 14 (2016) 4, pp. 44-63
Persistent link: https://www.econbiz.de/10011691359
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Risk constraints for portfolio optimization with fixed-fee transaction cost
Hirsch, Michael J.; Navarro, Nicole - In: The journal of investment strategies 6 (2017) 2, pp. 91-112
Persistent link: https://www.econbiz.de/10011668136
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The fair return on art as an investment : accounting for transaction costs
Kräussl, Roman; Nasser Eddine, Ali - 2018
Persistent link: https://www.econbiz.de/10012064406
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Investing with liquid and illiquid assets
Bichuch, Maxim; Guasoni, Paolo - In: Mathematical finance : an international journal of … 28 (2018) 1, pp. 119-152
Persistent link: https://www.econbiz.de/10011969098
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A robust perspective on transaction costs in portfolio optimization
Olivares-Nadal, Alba V.; DeMiguel, Victor - In: Operations research 66 (2018) 3, pp. 733-739
Persistent link: https://www.econbiz.de/10011884278
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Assessing asset pricing anomalies
Groot, Wilma de - 2017
Persistent link: https://www.econbiz.de/10011862366