Nonlinear price impact and portfolio choice (Q5109969)
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scientific article; zbMATH DE number 7200938
Language | Label | Description | Also known as |
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English | Nonlinear price impact and portfolio choice |
scientific article; zbMATH DE number 7200938 |
Statements
Nonlinear price impact and portfolio choice (English)
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14 May 2020
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price impact
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square-root law
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trading volume
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