Smooth investment

Kenneth Bruhn, Ninna Reitzel Jensen, Mogens Steffensen

Research output: Contribution to journalJournal articleResearchpeer-review

1 Citation (Scopus)
Original languageEnglish
JournalAnnals of Finance
Volume12
Issue number3-4
Pages (from-to)335-361
ISSN1614-2446
DOIs
Publication statusPublished - Dec 2016

Keywords

  • Smooth investment
  • Diffusive trading
  • Trading costs
  • Power utility
  • Mean-square utility

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