Transaction costs and efficiency of portfolio strategies

Antoon Pelsser*, Ton Vorst

*Corresponding author for this work

Research output: Contribution to journalArticleAcademic

Original languageEnglish
Pages (from-to)250-263
JournalEuropean Journal of Operational Research
Volume91
DOIs
Publication statusPublished - 1996
Externally publishedYes

Keywords

  • Portfolio-Management

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