Items where Author is "Basic, Filip"

Basic, Filip and Martin Utrera, Alberto and Nolte, Ingmar and Nolte, Sandra (2025) The risk of falling short : Implementation Shortfall variance in portfolio construction. European Journal of Finance. pp. 1-18. ISSN 1351-847X

Basic, Filip and Nolte, Ingmar and Nolte, Sandra (2025) Optimizing with Transaction Costs. PhD thesis, Lancaster University.

Basic, Filip and Lohre, Harald and Martin Utrera, Alberto and Nolte, Ingmar and Nolte, Sandra (2024) Transaction Cost-Optimized Equity Factors Around the World. Journal of Portfolio Management, 50 (6). pp. 40-73. ISSN 0095-4918