A model of optimal portfolio selection under liquidity risk and price impact
Year of publication: |
2007
|
---|---|
Authors: | Vath, Vathana Ly ; Mnif, Mohamed ; Pham, Huyên |
Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 11.2007, 1, p. 51-90
|
Subject: | Portfolio-Management | Portfolio selection | Betriebliche Liquidität | Corporate liquidity | Risiko | Risk |
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