When "time varying" volatility meets "transaction cost" in portfolio selection

Gespeichert in:

Bibliographische Detailangaben
Veröffentlicht in:	Journal of empirical finance
1. Verfasser:	Qiao, W. (VerfasserIn)
Weitere Verfasser:	Bu, Di (VerfasserIn), Gibberd, Alex J. (VerfasserIn), Liao, Yin (VerfasserIn), Wen, Ting (VerfasserIn), Li, E. (VerfasserIn)
Format:	UnknownFormat
Sprache:	eng
Veröffentlicht:	2023
Schlagworte:	Covariance matrix > Large scale portfolio > Sparse time variation > Structural change > Transaction cost > Aufsatz in Zeitschrift
Tags:	Tag hinzufügen Keine Tags, Fügen Sie den ersten Tag hinzu!

Titel	Jahr	Band
Special issue: Recent developments in financial econometrics and empirical finance	2016	volume 38, part B (September 2016)
Special issue: The Euro Zone in crisis	2016	volume 39, part B (December 2016)
Special Issue: Asset pricing : methods and applications	2014	29.2014
Special issue: Challenges of corporate governance	2014	27.2014
Special issue: Heavy tails and paretian distributions in empirical finance : a volume honoring Benoît Mandelbrot	2010	17.2010,2
International finance : special issue	2006	13.2006,4/5
International finance	2006	13,4/5
Special issue on behavioral finance	2004	11.2004,4
Emerging markets	2003	10,1/2
Special issue on the predictability of asset returns	2001	8.2001,5
Special issue on risk management	2000	7.2000,3/4
Special issue on high frequency data in finance Pt. 2	1999	6 (1999),5
Special issue on high frequency data in finance Pt. 1	1997	4 (1997),2/3