Optimal portfolios of a small investor in a limit order market: a shadow price approach (Q1932532): Difference between revisions
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Revision as of 06:15, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal portfolios of a small investor in a limit order market: a shadow price approach |
scientific article |
Statements
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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