A model of optimal portfolio selection under liquidity risk and price impact.
| Autor: | Ly Vath, Vathana1 lyvath@math.jussieu.fr, Mnif, Mohamed2 mohamed.mnif@enit.rnu.tn, Huyên Pham3 pham@math.jussieu.fr |
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| Zdroj: | Finance & Stochastics. 2007, Vol. 11 Issue 1, p51-90. 40p. 2 Diagrams, 1 Graph. |
| Databáze: | Business Source Ultimate |
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