Hedge or Rebalance: Optimal Risk Management with...

Risks 2018 / 10 Vol. 6; Iss. 4

Hedge or Rebalance: Optimal Risk Management with Transaction Costs

Gallien, Florent, Kassibrakis, Serge, Malamud, Semyon
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Volume:
6
Language:
english
Journal:
Risks
DOI:
10.3390/risks6040112
Date:
October, 2018
File:
PDF, 509 KB
english, 2018
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