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Portfolio valuation under liquidity constraints with permanent price impact
Csóka, Péter; Hevér, Judit - In: Finance research letters 26 (2018), pp. 235-241
Persistent link: https://www.econbiz.de/10012005685
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Fair risk allocation in illiquid markets
Csóka, Péter - In: Finance research letters 21 (2017), pp. 228-234
Persistent link: https://www.econbiz.de/10011807792