Dynamic Portfolio Choice with Predictable Returns and Transaction Costs for More Frequent Rebalancing
Year of publication: |
[2022]
|
---|---|
Authors: | Xu, Hai-Chuan ; Xiong, Xiong ; Zhang, Wei ; Zhou, Wei-Xing |
Publisher: |
[S.l.] : SSRN |
Subject: | Theorie | Theory | Portfolio-Management | Portfolio selection | Transaktionskosten | Transaction costs | Kapitaleinkommen | Capital income |
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