Optimal dynamic asset allocation with transaction costs : the role of hedging demands / Pierre Collin-Dufresne, Kent Daniel and Mehmet Saglam
Contributor(s): Resource type: Ressourcentyp: Buch (Online)Book (Online)Language: English Series: Centre for Economic Policy Research. Discussion papers ; DP19581Publisher: London : Centre for Economic Policy Research, 12 October 2024Description: 1 Online-Ressource (circa 64 Seiten) : IllustrationenSubject(s): Genre/Form: Online resources: PPN: PPN: 1908982527Package identifier: Produktsigel: ZDB-1-CEPPNo physical items for this record