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THE JOURNAL OF FINANCE • VOL. LXVIII, NO. 6 • DECEMBER[removed]Dynamic Trading with Predictable Returns and Transaction Costs ˆ NICOLAE GARLEANU
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Document Date: 2013-11-27 02:19:32


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IBM / AQR Capital Management / Russell / Cisco / /

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University of Tokyo / University of Michigan Ross School / University of Copenhagen / Columbia University / Rice University / University of California / University of California at Berkeley / New York University / /

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closed-form solution / theoretical applications / numerical solutions / /

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Columbia University / University of California / Graduate School / New York University / NBER / Copenhagen Business School / University of Michigan / Yale University School of Management / University of Tokyo / CEPR / FRIC Center for Financial Frictions / University of California / Berkeley / Haas School of Business / Historic Naval Ships Association / European Research Council / Rice University / Bank of Canada / University of Copenhagen / /

Person

Ari Levine / Darrell Duffie / Lillo / Andrea Frazzini / Andrei Shleifer / Kerry Back / Pierre Collin-Dufresne / Hong Liu / Anthony Lynch / /

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Farmer / rt / analyst / trader / dealer / player / /

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R / /

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California / /

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The Markowitz 2312 The Journal / THE JOURNAL OF FINANCE / /

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