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Paolo Miranda

BlackRock, Inc - London

Drapers Gardens

12 Throgmorton Ave

London, EC2N 2DL

United Kingdom

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Scholarly Papers (1)

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Capacity of Smart Beta Strategies: A Transaction Cost Perspective

Columbia Business School Research Paper No. 16-76, https://jii.pm-research.com/content/8/3/39
Posted: 31 Oct 2016 Last Revised: 04 Oct 2019
Ronald Ratcliffe, Paolo Miranda and Andrew Ang
BlackRock, Inc, BlackRock, Inc - London and Columbia University

Abstract:

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Capacity, smart beta, factor risk premium, transaction cost