Dynamic asset allocation with event risk, transaction costs and predictable returns
Work
Year: 2018
Type: article
Author Jean‐Guy Simonato
Institution HEC Montréal
Cites: 23
Cited by: 1
Related to: 10
FWCI: 0.274
Citation percentile (by year/subfield): 49.34
Subfield: Finance
Domain: Social Sciences
Open Access status: closed
Grant ID 435-2016-0047