Erratum to: LONG HORIZONS, HIGH RISK AVERSION, AND ENDOGENOUS SPREADS: long horizons, high risk aversion, and endogenous spreads (Mathematical Finance, (2015), 25, 4, (724-753), 10.1111/mafi.12046);Long horizons, high risk aversion, and Endogenous Spreads

Mathematical Finance

Volumn 25, Issue 4, 2015, Pages 724-753

  Guasoni, Paolo ^a   Muhle Karbe, Johannes ^b  

^a BOSTON UNIVERSITY   (United States)

^b ETH ZURICH   (Switzerland)

Author keywords

Exponential utility; Long run portfolio choice; Trading volume; Transaction costs

Indexed keywords

EID: 84941261136     PISSN: 09601627     EISSN: 14679965     Source Type: Journal    
DOI: 10.1111/mafi.12212     Document Type: Erratum

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