Costly Portfolio Adjustment
Year of publication: |
2009-08
|
---|---|
Authors: | Bonaparte, Yosef ; Cooper, Russell |
Institutions: | National Bureau of Economic Research (NBER) |
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Testing external habits in an asset pricing model
Boschi, M, (2012)
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Asset Returns Under Model Uncertainty: Evidence from the euro area, the U.K. and the U.S.
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Asset Returns Under Model Uncertainty: Eveidence from the euro area, the U.K and the U.S
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Rationalizing Trading Frequency and Returns
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Consumption Smoothing and Portfolio Rebalancing: The Effects of Adjustment Costs
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Consumption smoothing and portfolio rebalancing: The effects of adjustment costs
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