Dynamic Trading with Realization Utility
收藏NBER2022-03-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w29821
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资源简介：
An investor receives utility bursts from realizing gains and losses at the individual-stock level (Barberis and Xiong, 2009, 2012; Ingersoll and Jin, 2013) and dynamically allocates his mental budget between risky and risk-free assets at the trading-account level. Using savings, he reduces his
提供机构：
美国国家经济研究局
创建时间：
2022-03-01
