Smooth investment

Kenneth Bruhn; Ninna Reitzel Jensen; Mogens Steffensen

doi:10.1007/s10436-016-0283-7

Smooth investment

Kenneth Bruhn, Ninna Reitzel Jensen, Mogens Steffensen

Institut for Matematiske Fag

Originalsprog	Engelsk
Tidsskrift	Annals of Finance
Vol/bind	12
Udgave nummer	3-4
Sider (fra-til)	335-361
ISSN	1614-2446
DOI	https://doi.org/10.1007/s10436-016-0283-7
Status	Udgivet - 1 dec. 2016

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10.1007/s10436-016-0283-7

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@article{a6ee3bbc35154eca8aa1d6513ee9f99b,

title = "Smooth investment",

keywords = "Smooth investment, Diffusive trading, Trading costs, Power utility, Mean-square utility",

author = "Kenneth Bruhn and Jensen, {Ninna Reitzel} and Mogens Steffensen",

year = "2016",

month = dec,

day = "1",

doi = "10.1007/s10436-016-0283-7",

language = "English",

volume = "12",

pages = "335--361",

journal = "Annals of Finance",

issn = "1614-2446",

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number = "3-4",

}

TY - JOUR

T1 - Smooth investment

AU - Bruhn, Kenneth

AU - Jensen, Ninna Reitzel

AU - Steffensen, Mogens

PY - 2016/12/1

Y1 - 2016/12/1

KW - Smooth investment

KW - Diffusive trading

KW - Trading costs

KW - Power utility

KW - Mean-square utility

U2 - 10.1007/s10436-016-0283-7

DO - 10.1007/s10436-016-0283-7

M3 - Journal article

SN - 1614-2446

VL - 12

SP - 335

EP - 361

JO - Annals of Finance

JF - Annals of Finance

IS - 3-4

ER -

Smooth investment

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