Implementation Shortfall in Transaction Cost Analysis: A Further Extension
Transaction cost, defined as implementation shortfall that is originally proposed by Perold (1988), is an important element in portfolio performance measurement. There are several factors visible or fixed (such as commission and taxes) and variable (that are invisible or indirectly affect cost of in...
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2017
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| Online Access: | https://dspace.auk.edu.kw/handle/11675/7748 |
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