Dynamic portfolio selection with market impact costs (Q1785239): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamic portfolio selection with market impact costs |
scientific article |
Statements
Dynamic portfolio selection with market impact costs (English)
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28 September 2018
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liquidity
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trading costs
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dynamic portfolio choice
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multiple time scale asymptotic expansion
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