Portfolio choice with small temporary and transient price impact
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Publication:5204851
DOI10.1111/mafi.12204zbMath1432.91102arXiv1705.00672OpenAlexW2964291998WikidataQ128259017 ScholiaQ128259017MaRDI QIDQ5204851
Ibrahim Ekren, Johannes Muhle-Karbe
Publication date: 5 December 2019
Published in: Mathematical Finance (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1705.00672
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