Effective algorithms for optimal portfolio deleveraging problem with cross impact

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Publication:6178391

DOI10.1111/mafi.12383zbMath1530.91531arXiv2012.07368OpenAlexW3169262658MaRDI QIDQ6178391

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Publication date: 18 January 2024

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

Full work available at URL: https://arxiv.org/abs/2012.07368



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