Optimal Portfolio Liquidation with Distress Risk
Year of publication: |
2010
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Authors: | Brown, David B. ; Carlin, Bruce Ian ; Lobo, Miguel Sousa |
Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Hanover, Md : INFORMS, ISSN 0025-1909, ZDB-ID 2063451. - Vol. 56.2010, 11, p. 1997-2015
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