Optimal trading with transaction costs and short-term predictability

DOI10.1080/14697688.2023.2222158zbMath1522.91247OpenAlexW4382049140MaRDI QIDQ6053124

Shashidhar Murthy, Unnamed Author

Publication date: 25 September 2023

Published in: Quantitative Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/14697688.2023.2222158

zbMATH Keywords

transaction costspredictabilitydynamic trading strategies

Mathematics Subject Classification ID

Financial markets (91G15)

Cites Work

• Dynamic portfolio choice with frictions
• Unnamed Item

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