A transaction-cost perspective on the multitude of firm characteristics
Year of publication: |
2020
|
---|---|
Authors: | DeMiguel, Victor ; Martín-Utrera, Alberto ; Nogales, Francisco J. ; Uppal, Raman |
Subject: | Portfolio-Management | Portfolio selection | Transaktionskosten | Transaction costs | USA | United States | 1980-2014 |
-
A portfolio perspective on the multitude of firm characteristics
DeMiguel, Victor, (2017)
-
A recursive industry portfolio revision model
Spahr, Ronald W., (1999)
-
Performance functions and reinforcement learning for trading systems and portfolios
Moody, John, (1998)
- More ...
-
Parameter uncertainty in multiperiod portfolio optimization with transaction costs
DeMiguel, Victor, (2015)
-
A multifactor perspective on volatility-managed portfolios
DeMiguel, Victor, (2024)
-
Stock Return Serial Dependence and Out-of-Sample Portfolio Performance
DeMiguel, Victor, (2013)
- More ...