Optimal trading with transaction costs and short-term predictability
Shashidhar Murthy and John K. Wald
| Year of publication: |
2023
|
|---|---|
| Authors: | Murthy, Shashidhar ; Wald, John K. |
| Subject: | Dynamic trading strategies | Predictability | Transaction costs | Transaktionskosten | Theorie | Theory | Prognoseverfahren | Forecasting model | Portfolio-Management | Portfolio selection | Wertpapierhandel | Securities trading |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/14697688.2023.2222158 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014321667