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Are expected costs and returns identical twins? : decoupling slippage from momentum over shorter horizons
Borkovec, Milan; Tyurin, Konstantin - In: The journal of investing : JOI 29 (2020) 5, pp. 97-116
Persistent link: https://www.econbiz.de/10013179376
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Large fluctuations in financial models
Borkovec, Milan - 1999
Persistent link: https://www.econbiz.de/10001377628
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Extremal behaviour of diffusion models in finance
Borkovec, Milan; Klüppelberg, Claudia - 1996
Persistent link: https://www.econbiz.de/10000960264