Portfolio choice with return predictability and small trading frictions
Guiyuan Ma, Chi Chung Siu, Song-Ping Zhu
| 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 | Theorie | Theory | Portfolio-Management | Portfolio selection | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | KMU | SME |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econmod.2022.105823 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013349030