Dynamic portfolio choice with frictions (Q308647)
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scientific article; zbMATH DE number 6623908
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Dynamic portfolio choice with frictions |
scientific article; zbMATH DE number 6623908 |
Statements
Dynamic portfolio choice with frictions (English)
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6 September 2016
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dynamic trading
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frictions
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transaction costs
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continuous time
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predictability
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equilibrium
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0.8196669220924377
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0.8185369372367859
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0.8175075054168701
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0.8114026784896851
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0.7997954487800598
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