Leonid Kopman

MSCI Inc.

88 Pine Street

2nd Floor

New York, NY 10005

United States

Learn more about SSRN Profiles

SCHOLARLY PAPERS

2

DOWNLOADS

1,482

SSRN CITATIONS

0

CROSSREF CITATIONS

1

Feedback

Scholarly Papers (2)

Sort by:

Actions:

View:
Selected
Original List
All Versions Hide All Versions
All Abstracts Hide All Abstracts

(Rank)

1.

Maximizing the Sharpe Ratio, June 2009

MSCI Barra Research Paper No. 2009-22

Number of pages: 14 Posted: 22 Jul 2009

Leonid Kopman and Scott Liu

MSCI Inc. and MSCI Inc.

Downloads 1,125 (35,808)

Citation 2

Abstract:

2.

Treatment of Fixed Transaction Costs in Barra Optimizer, April 2011

MSCI Barra Research Paper No. 2011-10

Number of pages: 15 Posted: 23 Aug 2011

Leonid Kopman and Scott Liu

MSCI Inc. and MSCI Inc.

Downloads 357 (154,762)

Citation 2

Abstract:

Feedback

All content on this site: Copyright © 2023 Elsevier Inc., its licensors, and contributors. All rights are reserved, including those for text and data mining, AI training, and similar technologies. For all open access content, the Creative Commons licensing terms apply.

We use cookies to help provide and enhance our service and tailor content.

To learn more, visit .