Items where Author is "Basic, Filip"

Basic, Filip and Nolte, Ingmar and Nolte, Sandra (2025) Optimizing with Transaction Costs : 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