DYNAMIC TRADING VOLUME

Mathematical Finance

Volumn 27, Issue 2, 2017, Pages 313-349

  Guasoni, Paolo ^a,b   Weber, Marko ^b,c  

^a BOSTON UNIVERSITY   (United States)

^b DUBLIN CITY UNIVERSITY   (Ireland)

^c SCUOLA NORMALE SUPERIORE   (Italy)

Author keywords

liquidity; long run; portfolio choice; trading volume

Indexed keywords

EID: 84932142956     PISSN: 09601627     EISSN: 14679965     Source Type: Journal    
DOI: 10.1111/mafi.12099     Document Type: Article

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