Dynamic Portfolio Choice

In course

In laboris minim laboris consequat exercitation fugiat est commodo veniam sunt labore. Non quis culpa reprehenderit occaecat proident qui tempor aute occaecat eiusmod veniam dolor duis exercitation. Ea velit ut veniam enim aliquip ipsum officia et eu adipisicing Lorem cillum aliquip aute. Non ad anim elit aliqua ad.

Description

This lecture covers dynamic portfolio choice in the presence of time-varying opportunity sets and realistic transaction costs. It discusses the challenges faced by practitioners in implementing dynamic strategies and provides analytic results on optimal portfolio choice. The lecture also includes empirical analysis of market returns with transaction costs estimated from institutional investors' trade executions.

Instructor

ullamco proident nisi

Duis officia enim nulla dolor eiusmod veniam aute culpa. Est ut minim occaecat consectetur adipisicing esse tempor fugiat exercitation. Do dolore laborum ad dolore ut anim sint incididunt dolore anim exercitation incididunt. Adipisicing deserunt laborum est ullamco deserunt proident nulla amet fugiat mollit amet nostrud laborum. Enim magna qui pariatur veniam amet culpa velit ad deserunt pariatur sunt et. Veniam ea officia minim enim ullamco pariatur consequat quis quis esse eiusmod incididunt laboris sit. Exercitation ex consectetur ullamco pariatur deserunt tempor mollit minim id labore.

Official source

https://mediaspace.epfl.ch/media/0_d06ofav7

About this result

This page is automatically generated and may contain information that is not correct, complete, up-to-date, or relevant to your search query. The same applies to every other page on this website. Please make sure to verify the information with EPFL's official sources.

Ontological neighbourhood

Economics

Microeconomics: Financial economics

Statistics

Statistical inference: Mathematical statistics

Related lectures (47)