Optimal Portfolio Execution Problem With Stochastic Price Impact
Year of publication: |
2019
|
---|---|
Authors: | Ma, Guiyuan |
Other Persons: | Siu, Chi Chung (contributor) ; Zhu, Song-Ping (contributor) ; Elliott, Robert (contributor) |
Publisher: |
[2019]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Portfolio-Management | Portfolio selection | Stochastischer Prozess | Stochastic process |
Extent: | 1 Online-Ressource (14 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Automatica, Forthcoming Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments April 15, 2019 erstellt |
Source: | ECONIS - Online Catalogue of the ZBW |
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