scientific article; zbMATH DE number 5938797

zbMath1225.91058MaRDI QIDQ5199759

Xiuhong Wang, Guixia Chen

Publication date: 16 August 2011

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

minimum principleliquidity riskrandom shockoptimal liquidation strategy

Mathematics Subject Classification ID

Portfolio theory (91G10)