Price impact and portfolio impact
Year of publication: |
2011
|
---|---|
Authors: | Cvitanić, Jaksa ; Malamud, Semyon |
Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 1871183. - Vol. 100.2011, 1, p. 201-226
|
Saved in:
Saved in favorites
Similar items by person
-
Utility maximization in incomplete markets with random endowment
Cvitanić, Jaksa, (2000)
-
Option pricing, interest rates and risk management
Jouini, Elyès, (2001)
-
Liquidity, innovation, and endogenous growth
Malamud, Semyon, (2016)
- More ...