Login / Signup

The Impact of Proportional Transaction Costs on Systematically Generated Portfolios.

Johannes RufKangjianan Xie
Published in: SIAM J. Financial Math. (2020)
Keyphrases
  • transaction costs
  • portfolio selection
  • search costs
  • portfolio management
  • stock exchange
  • transaction cost economics
  • information technology
  • decision making
  • named entities
  • third party