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Model Comparison with Transaction Costs

ANDREW DETZEL, Robert Novy‐Marx, Mihail Velikov
Year2023
VenueThe Journal of Finance
Typearticle
Citations101
DOI10.1111/jofi.13225
OpenAlexW4327933245

Topics

Financial Markets and Investment StrategiesSharpe ratioTransaction costEconomicsEconometricsCapital asset pricing model