Optimal portfolios of a small investor in a limit order market: a shadow price approach (Q1932532): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1007/s11579-010-0027-9 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W1979137326 / rank | |||
Normal rank | |||
Revision as of 01:02, 20 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)
0 references
20 January 2013
0 references
portfolio optimization
0 references
limit order market
0 references
shadow price
0 references
order book
0 references
