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The disposition effect: who and when?
Cueva, Carlos; Iturbe-Ormaetxe, Iñigo; Ponti, Giovanni; … - 2016 - Version: January 2016
Persistent link: https://www.econbiz.de/10011484383
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Price and earnings momentum, transaction costs, and an innovative practitioner technique
Tajaddini, Reza; Crack, Timothy Falcon; Roberts, Helen - In: International review of finance 15 (2015) 4, pp. 555-597
Persistent link: https://www.econbiz.de/10011498803
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Multivariate risk measures : a constructive approach based on selections
Molčanov, Il'ja S.; Cascos, Ignacio - In: Mathematical finance : an international journal of … 26 (2016) 4, pp. 867-900
Persistent link: https://www.econbiz.de/10011583808
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Risk constraints for portfolio optimization with fixed-fee transaction cost
Hirsch, Michael J.; Navarro, Nicole - In: The journal of investment strategies 6 (2017) 2, pp. 91-112
Persistent link: https://www.econbiz.de/10011668136
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Can traders beat the market? : evidence from insider trades
Lei, Qin; Rajan, Murli; Wang, Xuewu - In: China finance review international 4 (2014) 3, pp. 243-270
Persistent link: https://www.econbiz.de/10011339016
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Liquidity and capital under uncertainty and changing market sentiment : a simple analysis
Bossone, Biagio - In: Review of financial economics : RFE 23 (2014) 2, pp. 98-105
Persistent link: https://www.econbiz.de/10010442586
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Portfolio problems with two levels decision-makers : optimal portfolio selection with pricing decisions on transaction costs
Leal, Marina; Ponce, Diego; Puerto, Justo - In: European journal of operational research : EJOR 284 (2020) 2, pp. 712-727
Persistent link: https://www.econbiz.de/10012238787
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Time-consistent risk-constrained dynamic portfolio optimization with transactional costs and time-dependent returns
Valladão, Davi; Silva, Thuener; Poggi, Marcus - In: Application of operations research to financial markets, (pp. 379-405). 2019
Persistent link: https://www.econbiz.de/10012160031
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Do individual investors ignore transaction costs?
Anginer, Deniz; Han, Snow Xue; Yildizhan, Celim - 2017
Persistent link: https://www.econbiz.de/10011730543
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Scaled and stable mean-variance-EVaR portfolio selection strategy with proportional transaction costs
Mills, Ebenezer Atta; Yu, Bo; Yu, Jie - In: Journal of business economics and management 18 (2017) 4, pp. 561-584
Persistent link: https://www.econbiz.de/10011780733