Portfolio Optimization under Transaction Costs : Model Development and Swedish Evidence
Year of publication: |
2020
|
---|---|
Authors: | Olsson, Rickard |
Publisher: |
[2020]: [S.l.] : SSRN |
Subject: | Transaktionskosten | Transaction costs | Portfolio-Management | Portfolio selection | Schweden | Sweden | Theorie | Theory |
Description of contents: |
Portfolio performance eva ...
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Machine Learning and the Implementable Efficient Frontier
Jensen, Theis Ingerslev, (2022)
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Delivering left-skewed portfolio payoff distributions in the presence of transaction costs
Krawczyk, Jacek B., (2015)
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Hedge or rebalance : optimal risk management with transaction costs
Gallien, Florent, (2018)
- More ...
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Portfolio performance and environmental risk
Olsson, Rickard, (2007)
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How Bad is Bad News? Assessing the Effects of Environmental Incidents on Firm Value
Lundgren, Tommy, (2008)
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Lundgren, Tommy, (2010)
- More ...