Transaction Costs and Efficiency of Portfolio Strategies

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Transaction Costs and Efficiency of Portfolio Strategies

Author Info

Pelsser, A.
Vorst, T.

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Abstract

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Publisher Info
Paper provided by Erasmus University of Rotterdam - Econometric Institute in its series Papers with number 9423-a.

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Length: 20 pages
Date of creation: 1994
Date of revision:
Handle: RePEc:fth:erroem:9423-a

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Other versions of this item:

Article
- Pelsser, Antoon & Vorst, Ton, 1996. "Transaction costs and efficiency of portfolio strategies," European Journal of Operational Research, Elsevier, vol. 91(2), pages 250-263, June. [Downloadable!] (restricted)

Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

Elyès Jouini & Hédi Kallal, 1999. "Efficient Trading Strategies in the Presence of Market Frictions," New York University, Leonard N. Stern School Finance Department Working Paper Seires 99-035, New York University, Leonard N. Stern School of Business-. [Downloadable!]
Other versions:
- Elyès Jouini ; Hédi Kallal, . "Efficient Trading Strategies in the Presence of Market Frictions," Working Papers 98-31, Centre de Recherche en Economie et Statistique. [Downloadable!]
- Jouini, Elyes & Kallal, Hedi, 2001. "Efficient Trading Strategies in the Presence of Market Frictions," Review of Financial Studies, Oxford University Press for Society for Financial Studies, vol. 14(2), pages 343-69.

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This page was last updated on 2009-12-16.

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