Dynamic portfolio selection with market impact costs (Q1785239)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6945269
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Dynamic portfolio selection with market impact costs |
scientific article; zbMATH DE number 6945269 |
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
0 references
0.8948989
0 references
0.8927915
0 references
0.88988674
0 references
0.8886237
0 references
0.8836244
0 references
0.8836244
0 references
0.88288367
0 references
0.87914145
0 references
