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~person:"Klebaner, Fima C."
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Dynamic portfolio optimization
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Klebaner, Fima C.
Kaserer, Christoph
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Dynamic portfolio optimization with
liquidity
cost
and market impact : a simulation-and-regression approach
Zhang, Rongju
;
Langrené, Nicolas
;
Tian, Yu
;
Zhu, Zili
; …
- In:
Quantitative finance
19
(
2019
)
3
,
pp. 519-532
Persistent link: https://www.econbiz.de/10012194674
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