IMPACT OF NON-LINEAR VOLATILITY IN STOCK-SPECIFIC RISK ON THE TURNOVER OF ACTIVELY MANAGED PORTFOLIOS
P Patev, K Petkov - EMAN 2019–Economics & Management: How to …, 2019 - ceeol.com
Active investment has been established as one attractive approach for portfolio
management. In order to achieve additional return–alpha, it requires investors to rebalance …
management. In order to achieve additional return–alpha, it requires investors to rebalance …
[CITATION][C] Transaction Costs in Active Management: How Much It Costs To Get Alpha
P Patev, K Petkov