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On the Effect of Alpha Decay and Transaction Costs on the Multi-period Optimal Trading Strategy

Fuente: arXiv

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Detalles Bibliográficos
Autores principales:	Ma, Chutian, Smith, Paul
Formato:	Preprint
Publicado:	2025
Materias:	Optimization and Control Mathematical Finance 49J22, 93E20
Acceso en línea:	Acceder al recurso
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

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