Long horizons, high risk aversion, and endogenous spreads - Research Collection

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Author

Guasoni, Paolo

Muhle-Karbe, Johannes

Date

2015-10

Type

Journal Article

Citations

Cited 4 times in Web of Science

Cited 8 times in Scopus

ETH Bibliography

yes

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Publication status

published

External links

https://doi.org/10.1111/mafi.12046

Journal / series

Mathematical finance

Volume

25(4)

Pages / Article No.

724 - 753

Publisher

Wiley-Blackwell

Subject

Transaction costs; Long-run portfolio choice; Exponential utility; Trading volume

Organisational unit

03899 - Muhle-Karbe, Johannes (ehemalig)

Notes

Article first published online 9 October 2013.

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Show all metadata

Citations

Cited 4 times in Web of Science

Cited 8 times in Scopus

ETH Bibliography

yes

Altmetrics