Dynamic portfolio choice with frictions
Year of publication: |
September 2016
|
---|---|
Authors: | Garleanu, Nicolae ; Pedersen, Lasse Heje |
Published in: |
Journal of economic theory. - Amsterdam : Elsevier, ISSN 0022-0531, ZDB-ID 410539-4. - Vol. 165.2016, p. 487-516
|
Subject: | Dynamic trading | Frictions | Transaction costs | Continuous time | Predictability | Equilibrium | Theorie | Theory | Transaktionskosten | Portfolio-Management | Portfolio selection | Unvollkommener Markt | Incomplete market |
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