Finance Seminar Series: Lasse H. Pedersen, NYU Stern
Title: Dynamic Trading with Predictable Returns and Transaction Costs / Dynamic Portfolio Choice with Frictions
Info about event
Time
Location
Fuglesangs Allé 4, 8210 Aarhus V, building 2632(L), room 242
Organizer
Baran Siyahhan
Speaker: Lasse H. Pedersen, NYU Stern
Lasse H. Pedersen will present two companion papers, both joint work with Nicolae Garleanu.
The two titles are:
Dynamic Trading with Predictable Returns and Transaction Costs, 2012 (paper)
Dynamic Portfolio Choice with Frictions, 2013 (slides)
Organizer: Baran Siyahhan