Dynamic portfolio selection with market impact costs (Q1785239)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamic portfolio selection with market impact costs |
scientific article |
Statements
Dynamic portfolio selection with market impact costs (English)
0 references
28 September 2018
0 references
liquidity
0 references
trading costs
0 references
dynamic portfolio choice
0 references
multiple time scale asymptotic expansion
0 references
