Portfolio Choice with Hedging and Costs
CARA investors keep a steady trading speed in a market with partially predictable returns and costly trading, optimizing both trading speed and portfolio for a frictionless market.
Featured in No. 18 on 4 Oct 2023 ·
- Released
- 29 Jul 2023
- First featured
- No. 18 · 4 Oct 2023
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 361
- Identifier
- SSRN 4586868
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