Showing 1 - 10 of 18,779
Persistent link: https://www.econbiz.de/10001989878
Persistent link: https://www.econbiz.de/10001124910
Persistent link: https://www.econbiz.de/10003728593
Persistent link: https://www.econbiz.de/10003731174
Persistent link: https://www.econbiz.de/10009752109
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