/
Trading Costs of Asset Pricing Anomalies Trading Costs of Asset Pricing Anomalies

Trading Costs of Asset Pricing Anomalies - PowerPoint Presentation

alida-meadow
alida-meadow . @alida-meadow
Follow
424 views
Uploaded On 2015-12-03

Trading Costs of Asset Pricing Anomalies - PPT Presentation

Andrea Frazzini AQR Capital Management Ronen Israel AQR Capital Management Tobias J Moskowitz University of Chicago and NBER Copyright 2012 by Andrea Frazzini Ronen Israel and Tobias J Moskowitz The ID: 212944

costs trading frazzini anomalies trading costs anomalies frazzini asset pricing moskowitz israel trade market impact average cost execution size

Share:

Link:

Embed:

Download Presentation from below link

Download Presentation The PPT/PDF document "Trading Costs of Asset Pricing Anomalies" is the property of its rightful owner. Permission is granted to download and print the materials on this web site for personal, non-commercial use only, and to display it on your personal computer provided you do not modify the materials and that you retain all copyright notices contained in the materials. By downloading content from our website, you accept the terms of this agreement.


Presentation Transcript