LONG HORIZONS, HIGH RISK AVERSION, AND ENDOGENOUS SPREADS (Q3195492)
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English | LONG HORIZONS, HIGH RISK AVERSION, AND ENDOGENOUS SPREADS |
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LONG HORIZONS, HIGH RISK AVERSION, AND ENDOGENOUS SPREADS (English)
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20 October 2015
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transaction costs
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long-run portfolio choice
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exponential utility
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trading volume
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