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Grant Farnsworth
Publication Activity (10 Years)
Years Active: 2017-2017
Publications (10 Years): 1
Top Topics
Expected Cost
Smoothing Algorithm
Stock Price
Investment Strategies
Top Venues
Manag. Sci.
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Publications
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Charles Cao
,
Grant Farnsworth
,
Bing Liang
,
Andrew W. Lo
Return Smoothing, Liquidity Costs, and Investor Flows: Evidence from a Separate Account Platform.
Manag. Sci.
63 (7) (2017)