Comparing factor models with price-impact costs
| Autor: | Li, Sicong, DeMiguel, Victor, Martín-Utrera, Alberto |
|---|---|
| Zdroj: | In Journal of Financial Economics December 2024 162 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
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| Autor: | Li, Sicong, DeMiguel, Victor, Martín-Utrera, Alberto |
|---|---|
| Zdroj: | In Journal of Financial Economics December 2024 162 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
|
Full Text from ScienceDirect