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Trading patterns, liquidity, and the Citigroup split
Borkovec, Milan; Domowitz, Ian; Tyurin, Konstantin - In: The journal of trading 6 (2011) 4, pp. 18-33
Persistent link: https://www.econbiz.de/10009881867
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THE MARKET - CREATE OR BUY: A Comparative Analysis of Liquidity and Transaction Costs for Selected U.S. ETFs
Borkovec, Milan; Seruin, Vitaly - In: The journal of portfolio management : a publication of … 39 (2013) 4, pp. 118-131
Persistent link: https://www.econbiz.de/10010166714
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Robust portfolio rebalancing with transaction cost penalty : an empirical analysis
Serbin, Vitaly; Borkovec, Milan; Chigirinskiy, Michael - In: Journal of investment management : JOIM 9 (2011) 2, pp. 73-87
Persistent link: https://www.econbiz.de/10009910850
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Building and evaluating a transaction cost model : a primer
Borkovec, Milan; Heidle, Hans G. - In: The journal of trading 5 (2010) 2, pp. 57-77
Persistent link: https://www.econbiz.de/10009881816