Código QR (código de barras bidimensional)

Optimal Portfolio Choice in a General Equilibrium Model with Portfolio Frictions and Short-Selling Constraint

Recent developments in dynamic portfolio optimization have focused on the role played by portfolio frictions. Portfolio frictions make the portfolio’s response to financial shocks weaker and more gradual than in a model without frictions. At the same time, institutional investors are prevented from...

Fuld beskrivelse

Na minha lista:
Principais autores: Simon Tièche, Didier Cossin
Format: Artigo
Sprog:Inglês
Udgivet: MDPI AG 2025-06-01
Serier:Mathematics
Fag:
portfolio choice
general equilibrium
optimal stopping
non-negativity constraint
frictions
gradual portfolio
Online adgang:https://www.mdpi.com/2227-7390/13/12/1988
Tags: Tilføj Tag
Ingen Tags, Vær først til at tagge denne postø!

Lignende værker