Optimal Inattention to the Stock Market With Information Costs and Transactions Costs

DOI10.3982/ECTA7624zbMath1401.91508OpenAlexW2145927723MaRDI QIDQ2864821

Stavros Panageas, Andrew B. Abel, Janice C. Eberly

Publication date: 26 November 2013

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3982/ecta7624

zbMATH Keywords

consumptionportfolio choiceinattentioninformation coststransactions costs

Mathematics Subject Classification ID

Economics of information (91B44) Portfolio theory (91G10)

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