Dynamic trading policies with price impact
Hua He; Harry Mamaysky
| Year of publication: |
2005
|
|---|---|
| Authors: | He, Hua ; Mamaysky, Harry |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 29.2005, 5, p. 891-930
|
| Subject: | Portfolio-Management | Portfolio selection | Risikoaversion | Risk aversion | Theorie | Theory |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Literaturverz. S. 929 - 930 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002818092