Optimal Asset Allocation with Hedging Demands
Non-myopic agents benefit from hedging against shocks even with zero transaction costs.
Featured in No. 4 on 14 Jun 2023 ·
- Released
- 11 Dec 2022
- First featured
- No. 4 · 14 Jun 2023
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- Not yet, as far as Semantic Scholar knows
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- 98
- Identifier
- SSRN 4473419
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