Portfolio Choice with Transaction Costs: a User's Guide
AbstractRecent progress in portfolio choice has made a wide class of problems involving transaction costs tractable. We review the basic approach to these problems, and outline some directions for future research.
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Bibliographic InfoPaper provided by arXiv.org in its series Papers with number 1207.7330.
Date of creation: Jul 2012
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This paper has been announced in the following NEP Reports:
- NEP-ALL-2012-08-23 (All new papers)
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