Showing 1 - 10 of 644,432
Persistent link: https://www.econbiz.de/10010506423
Persistent link: https://www.econbiz.de/10014259294
Persistent link: https://www.econbiz.de/10011298884
Persistent link: https://www.econbiz.de/10011338156
We consider a market consisting of one safe and one risky asset, which offer constant investment opportunities. Taking into account both proportional transaction costs and linear price impact, we derive optimal rebalancing policies for representative investors with constant relative risk...
Persistent link: https://www.econbiz.de/10010338752
Persistent link: https://www.econbiz.de/10010363907
Persistent link: https://www.econbiz.de/10011523840
Persistent link: https://www.econbiz.de/10010471863
Persistent link: https://www.econbiz.de/10010400627
Persistent link: https://www.econbiz.de/10010506781