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Economics / Finance / Mathematical finance / Decision theory / Portfolio optimization / Hyperbolic absolute risk aversion / Optimal control / Convex optimization / Rebalancing investments / Financial economics / Mathematical optimization / Investment


Dynamic Portfolio Choice with Transaction Costs and Return Predictability: Linear Rebalancing Rules Mehmet Sa˘glam Graduate School of Business Columbia University email: [removed]
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Linear Rebalancing Rules Mehmet Sa / /

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