Tatyana Obedko

Tomsk State University

36, Lenina Avenue

Tomsk, 634050

Russia

SCHOLARLY PAPERS

2

DOWNLOADS

175

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.
Downloads 94 (331,920)

Abstract:

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Investment portfolio, Transaction costs, Serially correlated returns

2.
Downloads 81 (363,660)

Abstract:

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Investment portfolio, Regime switching models, Transaction costs