Dynamic portfolio selection with market impact costs (Q1785239): Difference between revisions
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Revision as of 05:39, 5 March 2024
scientific article
Language | Label | Description | Also known as |
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English | Dynamic portfolio selection with market impact costs |
scientific article |
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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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