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The risk of falling short: Implementation Shortfall variance in portfolio construction

Research output: Contribution to Journal/Magazine › Journal article › peer-review

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The risk of falling short: Implementation Shortfall variance in portfolio construction. / Basic, Filip; Martin Utrera, Alberto; Nolte, Ingmar et al.
In: European Journal of Finance, 02.09.2025.

Research output: Contribution to Journal/Magazine › Journal article › peer-review

Harvard

Basic, F, Martin Utrera, A, Nolte, I & Nolte, S 2025, 'The risk of falling short: Implementation Shortfall variance in portfolio construction', European Journal of Finance. https://doi.org/10.1080/1351847X.2025.2558117

APA

Basic, F., Martin Utrera, A., Nolte, I., & Nolte, S. (in press). The risk of falling short: Implementation Shortfall variance in portfolio construction. European Journal of Finance. https://doi.org/10.1080/1351847X.2025.2558117

Vancouver

Basic F, Martin Utrera A, Nolte I, Nolte S. The risk of falling short: Implementation Shortfall variance in portfolio construction. European Journal of Finance. 2025 Sept 2. doi: 10.1080/1351847X.2025.2558117

Author

Basic, Filip ; Martin Utrera, Alberto ; Nolte, Ingmar et al. / The risk of falling short : Implementation Shortfall variance in portfolio construction. In: European Journal of Finance. 2025.

Bibtex

@article{9b39491255dd41abae9a8978d2ff9073,
title = "The risk of falling short: Implementation Shortfall variance in portfolio construction",
author = "Filip Basic and {Martin Utrera}, Alberto and Ingmar Nolte and Sandra Nolte",
year = "2025",
month = sep,
day = "2",
doi = "10.1080/1351847X.2025.2558117",
language = "English",
journal = "European Journal of Finance",
issn = "1351-847X",
publisher = "Routledge",

}

RIS

TY - JOUR

T1 - The risk of falling short

T2 - Implementation Shortfall variance in portfolio construction

AU - Basic, Filip

AU - Martin Utrera, Alberto

AU - Nolte, Ingmar

AU - Nolte, Sandra

PY - 2025/9/2

Y1 - 2025/9/2

U2 - 10.1080/1351847X.2025.2558117

DO - 10.1080/1351847X.2025.2558117

M3 - Journal article

JO - European Journal of Finance

JF - European Journal of Finance

SN - 1351-847X

ER -