OpenAlex | Dynamic asset allocation with event risk, transaction costs and predictable returns

Dynamic asset allocation with event risk, transaction costs and predictable returns

Work

Year: 2018

Type: article

Source: Mathematics and Financial Economics

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

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funder Social Sciences and Humanities Research Council of Canada

Grant ID 435-2016-0047