Buy and hold golden strategies in financial markets with frictions and depth constraints
Year of publication: |
2023
|
---|---|
Authors: | Balbás de la Corte, Alejandro ; Balbás, Beatriz ; Balbás, Raquel |
Published in: |
Applied mathematical finance. - London : Routledge, ISSN 1466-4313, ZDB-ID 2004159-7. - Vol. 30.2023, 5, p. 231-248
|
Subject: | Coherent risk | computational tractability | golden strategy | market depth and frictions | Theorie | Theory | Portfolio-Management | Portfolio selection | CAPM | Finanzmarkt | Financial market |
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