Work

Optimal Investment and Consumption with Return Predictability and Execution Costs

Year: 2018

Type: article

Source: Economic Modelling

DOI: 10.1016/j.econmod.2019.09.051

Authors: Guiyuan Ma, Chi Chung Siu, Song-Ping Zhu

Institutions: Chinese University of Hong Kong, Hang Seng University of Hong Kong, University of Wollongong

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

Funder: Australian Research Council

Award: Liquidity in financial markets

OpenAlex ID: W2978248181

FWCI: 2.315

Cites: 43

Cited by: 20

Related to: 10