Pages that link to "Item:Q1278207"
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The following pages link to Transaction costs and efficiency of portfolio strategies (Q1278207):
Displaying 10 items.
- Portfolio optimization with transaction costs: a two-period mean-variance model (Q889558) (← links)
- Benchmarking, portfolio insurance and technical analysis: a Monte Carlo comparison of dynamic strategies of asset allocation (Q951341) (← links)
- On the inefficiency of bang-bang and stop-loss portfolio strategies (Q1367845) (← links)
- A discrete stochastic model for investment with an application to the transaction costs case (Q1975171) (← links)
- Mean-variance optimal portfolios in the presence of a benchmark with applications to fraud detection (Q2514719) (← links)
- Portfolio strategies with transaction costs (Q2763529) (← links)
- An explicit option-based strategy that outperforms dollar cost averaging (Q2882689) (← links)
- A comparison of transaction costs on Xetra and on Nasdaq (Q4646782) (← links)
- Long-run equity risk and dynamic trading strategies: a simulation exercise for the Italian stock market (Q4883097) (← links)
- The Impact of Proportional Transaction Costs on Systematically Generated Portfolios (Q5131412) (← links)