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Lamar Van Dusen | Optimal Turnover Revisited : Levels Corresponding to Highest Net Return

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Lamar Van Dusen

The document discusses the optimal turnover levels for investment funds concerning asset under management (AUM) and their impact on net returns. It highlights how increasing AUM can lead to decreased net returns due to market-impact costs and inefficient execution strategies. Additionally, insights are provided on how careful liquidity planning can enable funds to grow while maintaining higher performance rankings.

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Lamar Van Dusen | Optimal Turnover Revisited : Levels Corresponding to Highest Net Return
Lamar Van Dusen | Optimal Turnover Revisited : Levels Corresponding to Highest Net Return
Lamar Van Dusen | Optimal Turnover Revisited : Levels Corresponding to Highest Net Return
Lamar Van Dusen | Optimal Turnover Revisited : Levels Corresponding to Highest Net Return
Lamar Van Dusen | Optimal Turnover Revisited : Levels Corresponding to Highest Net Return
Lamar Van Dusen | Optimal Turnover Revisited : Levels Corresponding to Highest Net Return
Lamar Van Dusen | Optimal Turnover Revisited : Levels Corresponding to Highest Net Return
Lamar Van Dusen | Optimal Turnover Revisited : Levels Corresponding to Highest Net Return
Lamar Van Dusen | Optimal Turnover Revisited : Levels Corresponding to Highest Net Return
Lamar Van Dusen | Optimal Turnover Revisited : Levels Corresponding to Highest Net Return
Lamar Van Dusen | Optimal Turnover Revisited : Levels Corresponding to Highest Net Return
Lamar Van Dusen | Optimal Turnover Revisited : Levels Corresponding to Highest Net Return
Lamar Van Dusen | Optimal Turnover Revisited : Levels Corresponding to Highest Net Return
Lamar Van Dusen | Optimal Turnover Revisited : Levels Corresponding to Highest Net Return
Lamar Van Dusen | Optimal Turnover Revisited : Levels Corresponding to Highest Net Return

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