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Risk-Adjusted Impact of Administrative Costs on the Distribution of Terminal Wealth for Long-Term Investment

The impact of administrative costs on the distribution of terminal wealth is approximated using a simple formula applicable to many investment situations. We show that the reduction in median returns attributable to administrative fees is usually at least twice the amount of the administrative costs...

Ausführliche Beschreibung

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Bibliographische Detailangaben
Hauptverfasser: Guillén, Montserrat, Jarner, Søren Fiig, Nielsen, Jens Perch, Pérez-Marín, Ana M.
Format: Artigo
Sprache:Inglês
Veröffentlicht: Hindawi Publishing Corporation 2014
Schlagworte:
Online Zugang:https://ncbi.nlm.nih.gov/pmc/articles/PMC4144173/
https://ncbi.nlm.nih.gov/pubmed/25180200
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1155/2014/521074
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