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Dynamic trading with predictable returns and transaction costs

Nicolae Garleanu

Publication Data

Title Dynamic trading with predictable returns and transaction costs
Author Nicolae Garleanu
Contributors Lasse Heje Pedersen, Centre for Economic Policy Research
Publisher Centre for Economic Policy Research
Publication date 2009
Publication location London
Language English

Topics

Portfolio management :: Econometric models

Catalogue Data

OBNB ID GBA9A7931
ISBN 10 n/a
ISBN 13 n/a
Type BibliographicResource, Book
Dewey Classification 332.6

ISBD

P1053 45 p.
P1042 Includes bibliographical references.

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Dynamic trading with predictable returns and transaction costs by Nicolae Garleanu. Published by Centre for Economic Policy Research in 2009. Publication and catalogue information, links to buy online and reader comments.