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Long Horizons, High Risk Aversion, and Endogenous Spreads

Long Horizons, High Risk Aversion, and Endogenous Spreads

AuthorP. Guasoni and J. Muhle-Karbe
JournalMathematical Finance
Date1 Jan. 2015
CategoryAcademic Publications
Volumevol. 25 (4), pp 724-753

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