Dynamic Portfolio Choice with Intertemporal Hedging and Transaction Costs
CARA investors use a constant trading speed to balance their portfolio, taking into account trading costs and execution risks, to optimize past trades and future investment opportunities.
Featured in No. 10 on 2 Aug 2023 · 6 days after release · 4 citations today
- Released
- 27 Jul 2023
- First featured
- No. 10 · 2 Aug 2023
- Citations (Semantic Scholar)
- 4
- Influential citations
- 0
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 33
- Identifier
- SSRN 4522752
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