Rebalancing with Linear and Quadratic Costs (Q4591242)
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scientific article; zbMATH DE number 6806451
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Rebalancing with Linear and Quadratic Costs |
scientific article; zbMATH DE number 6806451 |
Statements
Rebalancing with Linear and Quadratic Costs (English)
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13 November 2017
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price impact
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transaction costs
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portfolio choice
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long-run
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0.8734429
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0.86465114
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0.8573345
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0.85707736
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0.8467551
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0.8416307
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0.8415918
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0.83959454
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