Dynamic portfolio choice with return predictability and transaction costs (Q1999643)
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scientific article; zbMATH DE number 7074069
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| 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)
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27 June 2019
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finance
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continuous-time portfolio choice
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return predictability
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linear price impact
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quadratic transaction cost
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0.8196669220924377
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0.8156774640083313
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0.783738911151886
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0.7745643854141235
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0.764920175075531
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