Optimal portfolios of a small investor in a limit order market : a shadow price approach
Christoph Kühn; Maximilian Stroh
| Year of publication: |
2010
|
|---|---|
| Authors: | Kühn, Christoph ; Stroh, Maximilian |
| Published in: |
Mathematics and financial economics. - Berlin : Springer, ISSN 1862-9679, ZDB-ID 2389728-4. - Vol. 3.2010, 2, p. 45-72
|
| Subject: | Portfolio-Management | Portfolio selection | Mathematische Optimierung | Mathematical programming | Spekulation | Speculation | Opportunitätskosten | Opportunity cost | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003983165