Trading Volume Alpha
收藏NBER2024-10-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w33037
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资源简介：
Portfolio optimization focuses on risk and return prediction, yet implementation costs critically matter. Predicting trading costs is challenging because costs depend on trade size and trader identity, thus impeding a generic solution. We focus on a component of trading costs that applies
提供机构：
美国国家经济研究局
创建时间：
2024-10-01
