Long Horizons, High Risk Aversion, and EndogeneousSpreads
Year of publication: |
2011-10-05
|
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Authors: | Guasoni, Paolo ; Muhle-Karbe, Johannes |
Institutions: | National Centre of Competence in Research - Financial Valuation and Risk Management |
Subject: | Transaktionskosten | Portfoliomanagement | portfolio management | Langzeit | unemployment durations | Handelsvolumen | trading volume |
Extent: | 708608 bytes 28 p. application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Classification: | G11 - Portfolio Choice ; G12 - Asset Pricing ; Strategic management ; Specific management methods ; Financial theory ; Individual Working Papers, Preprints ; No country specification |
Source: | USB Cologne (business full texts) |
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