Liquidating large security positions strategically: a pragmatic and empirical approach
Year of publication: |
2009
|
---|---|
Authors: | Mönch, Burkart |
Published in: |
Financial Markets and Portfolio Management. - Springer, ISSN 1555-4961. - Vol. 23.2009, 2, p. 157-186
|
Publisher: |
Springer |
Subject: | Optimal liquidation | Transaction costs | Market impact | Liquidity |
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