Optimal liquidation strategies regularize portfolio selection
Year of publication: |
2013
|
---|---|
Authors: | Caccioli, Fabio ; Still, Susanne ; Marsili, Matteo ; Kondor, Imre |
Published in: |
The European journal of finance. - Abingdon, Oxon : Routledge, Taylor & Francis Group, ISSN 1351-847X, ZDB-ID 1282412-4. - Vol. 19.2013, 5/6, p. 554-571
|
Subject: | Theorie | Theory | Portfolio-Management | Portfolio selection | Mathematische Optimierung | Mathematical programming | Liquidität | Liquidity |
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