DOI10.1287/opre.2023.2462OpenAlexW4377988898MaRDI QIDQ6195059
Jaehwan Jeong, Jingnan Chen, N. Chanaka P. Edirisinghe
Publication date: 12 March 2024 Published in: Operations Research (Search for Journal in Brave) Full work available at URL: https://doi.org/10.1287/opre.2023.2462
zbMATH Keywords
portfolio optimizationliquidity riskportfolio leveragerisk-adjusted returnstrading impact on price
Mathematics Subject Classification ID
Mathematical programming (90Cxx)
