Transaction Costs, Trading Volume, and the Liquidity Premium
Year of publication: |
2011-10-05
|
---|---|
Authors: | Gerhold, Stefan ; Guasoni, Paolo ; Schachermayer, Walter ; Muhle-Karbe, Johannes |
Institutions: | National Centre of Competence in Research - Financial Valuation and Risk Management |
Subject: | Transaktionskosten | Portfoliomanagement | portfolio management | Versicherungsprämie | Langzeit | unemployment durations | Handelsvolumen | trading volume |
Extent: | 960512 bytes 32 p. application/pdf |
---|---|
Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Classification: | G11 - Portfolio Choice ; G12 - Asset Pricing ; Strategic management ; Specific management methods ; Financial theory ; Individual Working Papers, Preprints ; No country specification |
Source: | USB Cologne (business full texts) |
-
Long Horizons, High Risk Aversion, and EndogeneousSpreads
Guasoni, Paolo, (2011)
-
The general structure of optimal investment and consumption with small transaction costs
Kallsen, Jan, (2013)
-
A heterogeneous agents equilibrium model for the term structure of bond market liquidity
Schuster, Philipp, (2013)
- More ...
-
Transaction costs, trading volume, and the liquidity premium
Gerhold, Stefan, (2014)
-
Transaction Costs, Trading Volume, and the Liquidity Premium
Gerhold, Stefan, (2011)
-
Transaction costs, trading volume, and the liquidity premium
Gerhold, Stefan, (2014)
- More ...