Asset Management with Price Impact and Fair Treatment of Clients
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KeywordsMulti-account portfolio optimization; market impact; treating customers fairly;
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G20 - Financial Economics - - Financial Institutions and Services - - - General
- D18 - Microeconomics - - Household Behavior - - - Consumer Protection
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2010-06-04 (All new papers)
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