Rebalancing with Linear and Quadratic Costs
dc.contributor.author
Liu, Ren
dc.contributor.author
Muhle-Karbe, Johannes
dc.contributor.author
Weber, Marko
dc.date.accessioned
2020-09-25T13:34:16Z
dc.date.available
2017-06-11T14:14:25Z
dc.date.available
2020-06-05T08:29:09Z
dc.date.available
2020-09-25T13:34:16Z
dc.date.issued
2014-02-21
dc.identifier.uri
http://hdl.handle.net/20.500.11850/93552
dc.language.iso
en
en_US
dc.publisher
Cornell University
en_US
dc.subject
Price impact
en_US
dc.subject
Transaction costs
en_US
dc.subject
Portfolio choice
en_US
dc.subject
Long-run
en_US
dc.title
Rebalancing with Linear and Quadratic Costs
en_US
dc.type
Working Paper
ethz.journal.title
arXiv
ethz.pages.start
1402.5306
en_US
ethz.size
30 p.
en_US
ethz.code.jel
JEL - JEL::G - Financial Economics::G1 - General Financial Markets::G11 - Portfolio Choice; Investment Decisions
en_US
ethz.code.jel
JEL - JEL::G - Financial Economics::G1 - General Financial Markets::G12 - Asset Pricing; Trading Volume; Bond Interest Rates
en_US
ethz.identifier.arxiv
1402.5306
ethz.publication.place
Ithaca, NY
en_US
ethz.publication.status
published
en_US
ethz.leitzahl
ETH Zürich::00002 - ETH Zürich, direkt::00012 - Lehre und Forschung, direkt::00007 - Departemente, direkt::02000 - Departement Mathematik / Department of Mathematics::02003 - Professuren Reine Mathematik::03899 - Muhle-Karbe, Johannes (ehemalig)
en_US
ethz.leitzahl.certified
ETH Zürich::00002 - ETH Zürich, direkt::00012 - Lehre und Forschung, direkt::00007 - Departemente, direkt::02000 - Departement Mathematik / Department of Mathematics::02003 - Professuren Reine Mathematik::03899 - Muhle-Karbe, Johannes (ehemalig)
ethz.relation.isPreviousVersionOf
20.500.11850/246713
ethz.date.deposited
2017-06-11T14:14:36Z
ethz.source
ECIT
ethz.identifier.importid
imp5936529b0da0227106
ethz.ecitpid
pub:146938
ethz.eth
yes
en_US
ethz.availability
Metadata only
en_US
ethz.rosetta.installDate
2017-07-14T14:34:07Z
ethz.rosetta.lastUpdated
2021-02-15T17:33:59Z
ethz.rosetta.versionExported
true
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Working Paper [5706]