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ECONIS (ZBW)
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Optimal rebalancing frequencies for multidimensional portfolios
Ekren, Ibrahim
;
Liu, Ren
;
Muhle-Karbe, Johannes
-
2015
We study optimal investment with
multiple
assets
in the presence of small proportional transaction costs. Rather than …
Persistent link: https://www.econbiz.de/10011412280
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Can CRRA preferences explain CAPM-anomalies in the cross-section of stock returns?
Elmiger, Sabine
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2013
Persistent link: https://www.econbiz.de/10010256374
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