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dividends, long‐run, portfolio choice, transaction costs, 91G10, 91G80
lifetime investment and consumption, recursive utility, Epstein-Zin, transaction costs, asymptotics
long run, portfolio choice, incentives, executive compensation
asymptotics, portfolio choice, temporary price impact, transient price impact
File name: j-9965.pdf
quadratic variation, realized variance, volatility swap, affine process, stochastic volatility, leverage effect, Laplace transform approach
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