Dynamic trading with predictable returns and transaction costs
Year of publication: |
2013
|
---|---|
Authors: | Garleanu, Nicolae ; Pedersen, Lasse Heje |
Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 68.2013, 6, p. 2309-2340
|
Subject: | Wertpapierhandel | Securities trading | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | Transaktionskosten | Transaction costs | Theorie | Theory |
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