Smooth investment
Research output: Contribution to journal › Journal article › Research › peer-review
| Original language | English |
|---|---|
| Journal | Annals of Finance |
| Volume | 12 |
| Issue number | 3-4 |
| Pages (from-to) | 335-361 |
| ISSN | 1614-2446 |
| DOIs | |
| Publication status | Published - Dec 2016 |
- Smooth investment, Diffusive trading, Trading costs, Power utility, Mean-square utility
Research areas
ID: 173748127