Long horizons, high risk aversion, and endogenous spreads
Metadata only
Date
2015-10Type
- Journal Article
Publication status
publishedJournal / series
Mathematical FinanceVolume
Pages / Article No.
Publisher
Wiley-BlackwellSubject
Transaction costs; Long-run portfolio choice; Exponential utility; Trading volumeOrganisational unit
03899 - Muhle-Karbe, Johannes (ehemalig)
Notes
Article first published online 9 October 2013.More
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