Optimal Leveraged Portfolio Selection Under Quasi-Elastic Market Impact (Q6195059): Difference between revisions
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Latest revision as of 10:24, 30 July 2024
scientific article; zbMATH DE number 7816793
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Leveraged Portfolio Selection Under Quasi-Elastic Market Impact |
scientific article; zbMATH DE number 7816793 |
Statements
Optimal Leveraged Portfolio Selection Under Quasi-Elastic Market Impact (English)
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12 March 2024
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portfolio optimization
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liquidity risk
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trading impact on price
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portfolio leverage
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risk-adjusted returns
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