A model of optimal portfolio selection under liquidity risk and price impact
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Bibliographic InfoArticle provided by Springer in its journal Finance and Stochastics.
Volume (Year): 11 (2007)
Issue (Month): 1 (January)
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Web page: http://www.springerlink.com/content/101164/
Find related papers by JEL classification:
- 93E - - - - - -
- 91B - - - - - -
- 60H - - - - - -
- 49L - - - - - -
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
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