Who Should Sell Stocks?
Year of publication: |
2017
|
---|---|
Authors: | Guasoni, Paolo |
Other Persons: | Liu, Ren (contributor) ; Muhle-Karbe, Johannes (contributor) |
Publisher: |
[2017]: [S.l.] : SSRN |
Subject: | Börsenkurs | Share price | Theorie | Theory |
Extent: | 1 Online-Ressource (34 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments September 21, 2017 erstellt |
Other identifiers: | 10.2139/ssrn.2492465 [DOI] |
Classification: | G11 - Portfolio Choice ; G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Recursive portfolio selection with decision trees
Andriyashin, Anton, (2008)
-
The factor-spline-GARCH model for high and low frequency correlations
Rangel, Jose Gonzalo, (2009)
-
Price impact and portfolio impact
Cvitanić, Jakša, (2010)
- More ...
-
Guasoni, Paolo, (2018)
-
Rebalancing with linear and quadratic costs
Liu, Ren, (2014)
-
Optimal rebalancing frequencies for multidimensional portfolios
Ekren, Ibrahim, (2015)
- More ...