Dynamic Portfolio Choice with Predictable Returns and Transaction Costs

Dynamic Portfolio Choice with Predictable Returns and Transaction Costs
Author :
Publisher :
Total Pages : 65
Release :
ISBN-10 : OCLC:1152880845
ISBN-13 :
Rating : 4/5 ( Downloads)
DOWNLOAD EBOOK
Book Synopsis Dynamic Portfolio Choice with Predictable Returns and Transaction Costs by :

Download or read book Dynamic Portfolio Choice with Predictable Returns and Transaction Costs written by and published by . This book was released on 2017 with total page 65 pages. Available in PDF, EPUB and Kindle. Book excerpt:


Dynamic Portfolio Choice with Predictable Returns and Transaction Costs Related Books

Dynamic Portfolio Choice with Predictable Returns and Transaction Costs
Language: en
Pages: 65

Dynamic Portfolio Choice with Predictable Returns and Transaction Costs

Authors:
Categories:
Type: BOOK - Published: 2017 - Publisher:

DOWNLOAD EBOOK

Multiple Risky Assets, Transaction Costs and Return Predictability
Language: en
Pages: 50

Multiple Risky Assets, Transaction Costs and Return Predictability

Authors: Anthony W. Lynch
Categories:
Type: BOOK - Published: 2008 - Publisher:

DOWNLOAD EBOOK

Our paper contributes to the dynamic portfolio choice and transaction cost literatures by considering a multiperiod CRRA individual who faces transaction costs
Dynamic Asset Allocation with Predictable Returns and Transaction Costs
Language: en
Pages: 57

Dynamic Asset Allocation with Predictable Returns and Transaction Costs

Authors: Pierre Collin-Dufresne
Categories:
Type: BOOK - Published: 2015 - Publisher:

DOWNLOAD EBOOK

We propose a simple approach to dynamic multi-period portfolio choice with transaction costs that is tractable in settings with a large number of securities, re
Dynamic Portfolio Choice with Linear Rebalancing Rules
Language: en
Pages: 59

Dynamic Portfolio Choice with Linear Rebalancing Rules

Authors: Ciamac C. Moallemi
Categories:
Type: BOOK - Published: 2015 - Publisher:

DOWNLOAD EBOOK

We consider a broad class of dynamic portfolio optimization problems that allow for complex models of return predictability, transaction costs, trading constrai
Strategic Asset Allocation
Language: en
Pages: 272

Strategic Asset Allocation

Authors: John Y. Campbell
Categories: Business & Economics
Type: BOOK - Published: 2002-01-03 - Publisher: OUP Oxford

DOWNLOAD EBOOK

Academic finance has had a remarkable impact on many financial services. Yet long-term investors have received curiously little guidance from academic financial