Evaluating Fund Capacity: Issues and Methods-Reference-Cited by-同舟云学术

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Evaluating Fund Capacity: Issues and Methods

Published:2016 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

O'Neill Michael J.,Warren Geoff

Publisher

Elsevier BV

Reference101 articles.

1. Smart money, dumb money, and capital market anomalies;Ferhat Akbas;Journal of Financial Economics,2015

2. Optimal execution of portfolio transactions;Robert Almgren;Journal of Risk,2001

3. Direct estimation of equity market impact;Robert Almgren;Risk,2005

4. Transaction costs and asset management;Yakov Amihud;Global Asset Management,2013

5. Performance of institutional trading desks: An analysis of persistence in trading costs;Amber Anand;Review of Financial Studies,2012

Cited by 4 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Transaction Costs of Factor-Investing Strategies;Financial Analysts Journal;2019-03-20

2. Capacity Analysis for Equity Funds;SSRN Electronic Journal;2017

3. Capacity Management for Institutional Asset Owners;SSRN Electronic Journal;2016

4. Capacity Analysis;SSRN Electronic Journal;2016

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