LONG HORIZONS, HIGH RISK AVERSION, AND ENDOGENOUS SPREADS (Q3195492)

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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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