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Portfolio-Management
liquidity cost
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International journal of theoretical and applied finance
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Quantitative finance
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ECONIS (ZBW)
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Local risk-minimization with multiple assets under illiquidity with applications in energy markets
Christodoulou, Panagiotis
;
Detering, Nils
; …
- In:
International journal of theoretical and applied finance
21
(
2018
)
4
,
pp. 1-44
Persistent link: https://www.econbiz.de/10011891849
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2
Three essays on equity exchange-traded funds
Osterhoff, Friedrich Karl Yorck Henri
-
2016
Persistent link: https://www.econbiz.de/10012312909
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3
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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