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