Optimal Portfolio Selection Under Concave Price Impact
2013 ◽
Vol 67
(3)
◽
pp. 353-390
◽
Keyword(s):
1992 ◽
Vol 7
(4)
◽
pp. 493-501
◽
Keyword(s):
1986 ◽
Vol 13
(1)
◽
pp. 44-49
◽
2013 ◽
Vol 86
(3)
◽
pp. 426-437
◽
Keyword(s):
Keyword(s):
2007 ◽
Vol 65
(3)
◽
pp. 559-564
2013 ◽
Vol 59
(8)
◽
pp. 4771-4780