Dynamic portfolio choice with return predictability and transaction costs (Q1999643)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Dynamic portfolio choice with return predictability and transaction costs |
scientific article; zbMATH DE number 7074069
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamic portfolio choice with return predictability and transaction costs |
scientific article; zbMATH DE number 7074069 |
Statements
Dynamic portfolio choice with return predictability and transaction costs (English)
0 references
27 June 2019
0 references
finance
0 references
continuous-time portfolio choice
0 references
return predictability
0 references
linear price impact
0 references
quadratic transaction cost
0 references
0 references
