Optimal portfolio execution under time-varying liquidity constraints

From MaRDI portal
Publication:5373911

DOI10.1080/1350486X.2017.1405731zbMath1398.91536OpenAlexW2772095020MaRDI QIDQ5373911

Arash Fahim, Huayi Lin

Publication date: 6 April 2018

Published in: Applied Mathematical Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/1350486x.2017.1405731






Cites Work


This page was built for publication: Optimal portfolio execution under time-varying liquidity constraints