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Transaction costs and efficiency of portfolio strategies
Antoon Pelsser
*
, Ton Vorst
*
Corresponding author for this work
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Academic
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Dive into the research topics of 'Transaction costs and efficiency of portfolio strategies'. Together they form a unique fingerprint.
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Keyphrases
Transaction Costs
100%
Portfolio Strategy
100%
Transaction Efficiency
100%
Payoff Distribution
57%
Efficient Strategy
42%
Initial Cost
28%
Initial Investment
28%
Linear Function
28%
Simple Strategy
28%
Contingent Claims
28%
Optimization Problem
14%
Value Distribution
14%
Number of Steps
14%
Final Value
14%
Combinatorial Optimization Problem
14%
Dynamic Allocation
14%
Stop-loss
14%
Active Trading
14%
Popular
14%
INIS
cost
100%
efficiency
100%
distribution
55%
optimization
22%
investment
22%
stocks
22%
levels
11%
values
11%
losses
11%
dynamics
11%
economy
11%
prices
11%
trade
11%
Economics, Econometrics and Finance
Transaction Costs
100%
Initial Investment
28%
Investors
14%
Combinatorial Optimization
14%