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Optimal trading with transaction costs and short-term predictability - MaRDI portal

Optimal trading with transaction costs and short-term predictability (Q6053124)

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scientific article; zbMATH DE number 7742096
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Optimal trading with transaction costs and short-term predictability
scientific article; zbMATH DE number 7742096

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    Optimal trading with transaction costs and short-term predictability (English)
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    25 September 2023
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    dynamic trading strategies
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    predictability
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    transaction costs
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