Combining alpha streams with costs
Zura Kakushadze
| Year of publication: |
2015
|
|---|---|
| Authors: | Kakushadze, Zura |
| Published in: |
Journal of risk. - London : Infopro Digital Risk, ISSN 1465-1211, ZDB-ID 1476260-2. - Vol. 17.2014/15, 3, p. 57-78
|
| Subject: | alpha stream | crossing trades | transaction costs | impact | portfolio turnover | investment allocation | Transaktionskosten | Transaction costs | Portfolio-Management | Portfolio selection | Theorie | Theory | CAPM |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011298884