Tag: gârleanu-pedersen

Sep 12, 2026

• pillar-portfolio-optimization
• constraints-and-transaction-costs
• turnover
• multi-period
• trade-off-frontier
• gârleanu-pedersen

Sep 12, 2026

• pillar-portfolio-optimization
• constraints-and-transaction-costs
• aim-portfolio
• fixed-costs
• cross-impact
• gârleanu-pedersen