The impact of transaction costs in portfolio optimization: A comparative analysis between the cost of trading in Peru and the United States

Purpose - This paper aims to analyze the impact of transaction costs in portfolio optimization in Peru. The study aims to compare the transaction costs structure applied in Peru with respect to the ones applied in the USA, and over a few dimensions. Design/methodology/approach - The paper opted for...

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Bibliographic Details
Main Authors: Luc Chavalle, Luis Chavez-Bedoya
Format: Article
Language:English
Published: Emerald Publishing 2019-11-01
Series:Journal of Economics Finance and Administrative Science
Subjects:
Online Access:https://www.emerald.com/insight/content/doi/10.1108/JEFAS-12-2017-0126/full/pdf?title=the-impact-of-transaction-costs-in-portfolio-optimization-a-comparative-analysis-between-the-cost-of-trading-in-peru-and-the-united-states