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  1. Test for trading costs effect in a portfolio selection problem with recursive utility
    Author: Carrasco, Marine; Koné, N’Golo
    Published: [2023]
    Publisher:  CIRANO, [Montréal]

    Access:
    Verlag (kostenfrei)
    Resolving-System (kostenfrei)
    Verlag (kostenfrei)

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Inter-library loan:
    No inter-library loan
    Export to reference management software   RIS file
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Other identifier:
    Series: Working paper / CIRANO ; 2023s, 03
    Subjects: Portfolio selection; transaction costs; testing overidentifying restrictions; recursive utility
    Scope: 1 Online-Ressource (circa 60 Seiten)