David Morton de Lachapelle

Swissquote Bank

Research Engineer

Ch. de la Crétaux 33

Gland, Vaud 1196

Switzerland

http://www.swissquote.ch/index_e.html

Ecole Polytechnique Fédérale de Lausanne

Lausanne, 1015

Switzerland

http://people.epfl.ch/david.morton

SCHOLARLY PAPERS

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Scholarly Papers (1)

1.

Turnover, Account Value and Diversification of Real Traders: Evidence of Collective Portfolio Optimizing Behavior

Number of pages: 26 Posted: 16 Jun 2010 Last Revised: 26 Jun 2010
David Morton de Lachapelle and Damien Challet
Swissquote Bank and CentraleSupélec
Downloads 53 (381,556)
Citation 3

Abstract:

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Brokerage Data, Collective Behavior, Mean-Variance Portfolio, Non-Linear Transaction Costs, Turnover