Optimal portfolios of a small investor in a limit order market: a shadow price approach (Q1932532): Difference between revisions

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Optimal portfolios of a small investor in a limit order market: a shadow price approach
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    Optimal portfolios of a small investor in a limit order market: a shadow price approach (English)
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    20 January 2013
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    portfolio optimization
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    limit order market
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    shadow price
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    order book
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