Model Selection with Transaction Costs-Reference-Cited by-同舟云学术

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Model Selection with Transaction Costs

Published:2021 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Detzel Andrew L.,Novy-Marx Robert,Velikov Mihail

Publisher

Elsevier BV

Reference39 articles.

1. The devil in HML's details;C S Asness;Journal of Portfolio Management,2013

2. Accruals, cash flows, and operating profitability in the cross section of stock returns;R Ball;Journal of Financial Economics,2016

3. Model Comparison with Sharpe Ratios

4. Which alpha?;F Barillas;Review of Financial Studies,2017

5. Comparing asset pricing models;F Barillas;Journal of Finance,2018

Cited by 3 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. Smart Rebalancing;Financial Analysts Journal;2024-03-14

2. Zeroing In on the Expected Returns of Anomalies;Journal of Financial and Quantitative Analysis;2022-08-12

3. An Intertemporal Risk Factor Model;SSRN Electronic Journal;2020

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