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Switching Cost Models as Hypothesis Tests · Study

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PreprintSwitching Cost Models as Hypothesis Tests

Samuel N. Cohen2018

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Preprintgreen2018

Switching Cost Models as Hypothesis Tests

Samuel N. Cohen · Timo Henckel · Gordon Menzies · Johannes Muhle‐Karbe · Daniel John Zizzo

0 citations·0/0 files stored·SSRN Electronic Journal

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Decision-Making and Behavioral Economics Probability and Statistical Research Game Theory and Applications

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References

2003Macroeconomic Expectations of Households and Professional Forecasters 1987Menu Costs and the Neutrality of Money 2013Optimal Inattention to the Stock Market With Information Costs and Transactions Costs 1998Portfolio optimisation with strictly positive transaction costs and impulse control 2007Rational Inattention and Portfolio Selection 1987Menu Costs and the Neutrality of Money 2001Asset Prices and Trading Volume Under Fixed Transactions Costs 1995PORTFOLIO MANAGEMENT WITH TRANSACTION COSTS: AN ASYMPTOTIC ANALYSIS OF THE MORTON AND PLISKA MODEL

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Details

Year2018

Typepreprint

Published2018-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations0

Files0 public / 0

ShelfDecision-Making and Behavioral Economics

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doi10.2139/ssrn.3245004

openalex_workW2950132222

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