Smooth investment

Publikation: Bidrag til tidsskriftTidsskriftartikelForskningfagfællebedømt

Standard

Smooth investment. / Bruhn, Kenneth; Jensen, Ninna Reitzel; Steffensen, Mogens.

I: Annals of Finance, Bind 12, Nr. 3-4, 12.2016, s. 335-361.

Publikation: Bidrag til tidsskriftTidsskriftartikelForskningfagfællebedømt

Harvard

Bruhn, K, Jensen, NR & Steffensen, M 2016, 'Smooth investment', Annals of Finance, bind 12, nr. 3-4, s. 335-361. https://doi.org/10.1007/s10436-016-0283-7

APA

Bruhn, K., Jensen, N. R., & Steffensen, M. (2016). Smooth investment. Annals of Finance, 12(3-4), 335-361. https://doi.org/10.1007/s10436-016-0283-7

Vancouver

Bruhn K, Jensen NR, Steffensen M. Smooth investment. Annals of Finance. 2016 dec.;12(3-4):335-361. https://doi.org/10.1007/s10436-016-0283-7

Author

Bruhn, Kenneth ; Jensen, Ninna Reitzel ; Steffensen, Mogens. / Smooth investment. I: Annals of Finance. 2016 ; Bind 12, Nr. 3-4. s. 335-361.

Bibtex

@article{a6ee3bbc35154eca8aa1d6513ee9f99b,
title = "Smooth investment",
keywords = "Smooth investment, Diffusive trading, Trading costs, Power utility, Mean-square utility",
author = "Kenneth Bruhn and Jensen, {Ninna Reitzel} and Mogens Steffensen",
year = "2016",
month = dec,
doi = "10.1007/s10436-016-0283-7",
language = "English",
volume = "12",
pages = "335--361",
journal = "Annals of Finance",
issn = "1614-2446",
publisher = "Springer",
number = "3-4",

}

RIS

TY - JOUR

T1 - Smooth investment

AU - Bruhn, Kenneth

AU - Jensen, Ninna Reitzel

AU - Steffensen, Mogens

PY - 2016/12

Y1 - 2016/12

KW - Smooth investment

KW - Diffusive trading

KW - Trading costs

KW - Power utility

KW - Mean-square utility

U2 - 10.1007/s10436-016-0283-7

DO - 10.1007/s10436-016-0283-7

M3 - Journal article

VL - 12

SP - 335

EP - 361

JO - Annals of Finance

JF - Annals of Finance

SN - 1614-2446

IS - 3-4

ER -

ID: 173748127