Optimal portfolio selection under concave price impact

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Publication:360368

DOI10.1007/s00245-013-9191-7zbMath1269.93136arXiv1204.4852OpenAlexW2153964652MaRDI QIDQ360368

Jin Ma, Jianfeng Zhang, Qingshuo Song, Jing Xu

Publication date: 26 August 2013

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1204.4852




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