Portfolio Selection with Small Transaction Costs and Binding Portfolio Constraints
Work
Year: 2013
Type: article
Abstract: An investor with constant relative risk aversion and an infinite planning horizon trades a risky and a safe asset with constant investment opportunities in the presence of small transaction costs and ... more
Authors Ren Liu, Johannes Muhle‐Karbe
Institutions ETH Zurich, Swiss Finance Institute
Cites: 21
Cited by: 5
Related to: 10
FWCI: 0.574
Citation percentile (by year/subfield): 79.96
Topic: Economic theories and models
Subfield: Economics and Econometrics
Domain: Social Sciences
Sustainable Development Goal Partnerships for the goals
Open Access status: green