Dynamic trading with predictable returns and transaction costs /
Garleanu, Nicolae.
Dynamic trading with predictable returns and transaction costs / Nicolae Garleanu. - December 2013. - The Journal of Finance 68 : 6, page 2309 - 2340 .
Business
Benchmarks.
Commodity futures.
Investment analysis.
Investment policy.
Rates of return.
Securities trading.
Transaction costs.
Dynamic trading with predictable returns and transaction costs / Nicolae Garleanu. - December 2013. - The Journal of Finance 68 : 6, page 2309 - 2340 .
Business
Benchmarks.
Commodity futures.
Investment analysis.
Investment policy.
Rates of return.
Securities trading.
Transaction costs.