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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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] Add to Reading List Source URL: www3.imperial.ac.uk Download Document from Source Website File Size: 335,13 KB Share Document on Facebook

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