Optimal Portfolio Selection Under Concave Price Impact
نویسندگان
چکیده
منابع مشابه
A model of optimal portfolio selection under liquidity risk and price impact
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ژورنال
عنوان ژورنال: Applied Mathematics & Optimization
سال: 2013
ISSN: 0095-4616,1432-0606
DOI: 10.1007/s00245-013-9191-7