Portfolio choice with return predictability and small trading frictions
Year of publication: |
2022
|
---|---|
Authors: | Ma, Guiyuan ; Siu, Chi Chung ; Zhu, Song-Ping |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 111.2022, p. 1-13
|
Subject: | Asymptotic expansion | Log-return assumption | Portfolio choice problem | Return predictability | Small liquidity costs | Portfolio-Management | Portfolio selection | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Theorie | Theory | Anlageverhalten | Behavioural finance |
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