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N°18-60: Hedge or Rebalance: Optimal Risk Management with Transaction Costs, F. Gallien, S. Kassibrakis, and S. Malamud, 2018.

N°18-60: Hedge or Rebalance: Optimal Risk Management with Transaction Costs, F. Gallien, S. Kassibrakis, and S. Malamud, 2018.

AuthorS. Malamud, F. Gallien, S. Kassibrakis
Date1 March 2018
CategoryWorking Papers
Linkhttps://papers.ssrn.com/sol3/papers.cfm?abstract_id=3230622

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