The Impact of Proportional Transaction Costs on Systematically Generated Portfolios (Q5131412)
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scientific article; zbMATH DE number 7271096
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Impact of Proportional Transaction Costs on Systematically Generated Portfolios |
scientific article; zbMATH DE number 7271096 |
Statements
The Impact of Proportional Transaction Costs on Systematically Generated Portfolios (English)
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7 November 2020
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diversity-weighted portfolio
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equally-weighted portfolio
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functionally generated portfolio
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portfolio analysis
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stochastic portfolio theory
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transaction cost
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