Optimal Dynamic Asset Allocation with Transaction Costs: The Role of Hedging Demands

Autor:	Pierre Collin-Dufresne, Kent D. Daniel, Mehmet Saglam
Rok vydání:	2022
Předmět:	History Polymers and Plastics Business and International Management Industrial and Manufacturing Engineering
Zdroj:	SSRN Electronic Journal.
ISSN:	1556-5068
DOI:	10.2139/ssrn.4294336
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::ef5ed2fa2073955d1f273babdfdcff16 https://doi.org/10.2139/ssrn.4294336 Zobrazit plný text záznamu