Price impact, strategic interaction and portfolio choice

The North American Journal of Economics and Finance ◽

10.1016/j.najef.2021.101594 ◽

2021 ◽

pp. 101594

Author(s):

Giuliano Curatola

Keyword(s):

Portfolio Choice ◽

Strategic Interaction ◽

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Nonlinear price impact and portfolio choice

Mathematical Finance ◽

10.1111/mafi.12234 ◽

2020 ◽

Vol 30 (2) ◽

pp. 341-376 ◽

Author(s):

Paolo Guasoni ◽

Marko Hans Weber

Keyword(s):

Portfolio Choice ◽

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Nonlinear Price Impact and Portfolio Choice

SSRN Electronic Journal ◽

10.2139/ssrn.2613284 ◽

2015 ◽

Author(s):

Paolo Guasoni ◽

Marko Weber

Keyword(s):

Portfolio Choice ◽

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Portfolio Choice with Small Temporary and Transient Price Impact

SSRN Electronic Journal ◽

10.2139/ssrn.2961282 ◽

2018 ◽

Author(s):

Ibrahim Ekren ◽

Johannes Muhle-Karbe

Keyword(s):

Portfolio Choice ◽

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Portfolio choice with small temporary and transient price impact

Mathematical Finance ◽

10.1111/mafi.12204 ◽

2019 ◽

Vol 29 (4) ◽

pp. 1066-1115 ◽

Author(s):

Ibrahim Ekren ◽

Johannes Muhle‐Karbe

Keyword(s):

Portfolio Choice ◽

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Portfolio choice under transitory price impact

Journal of Economic Dynamics and Control ◽

10.1016/j.jedc.2010.06.005 ◽

2010 ◽

Vol 34 (11) ◽

pp. 2375-2389 ◽

Author(s):

Sergei Isaenko

Keyword(s):

Portfolio Choice ◽

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Adequate Decision Rules for Portfolio Choice Problems

10.1057/9781403907318 ◽

2002 ◽

Author(s):

Thilo Goodall

Keyword(s):

Portfolio Choice ◽

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Does Buyer Knowledge of Seller's Initial Purchase Price Impact Housing Prices? A Behavioral Study on Anchoring and Multiple Reference Points

10.15396/eres2002_203 ◽

2002 ◽

Keyword(s):

Housing Prices ◽

Price Impact ◽

Reference Points ◽

Behavioral Study ◽

Purchase Price ◽

Multiple Reference

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Liquidity and Portfolio Choice: A Unified Approach

10.2469/dig.v43.n3.28 ◽

2013 ◽

Vol 43 (3) ◽

Author(s):

Jennie I. Sanders

Keyword(s):

Portfolio Choice ◽

Unified Approach

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Strategic Asset Allocation: Portfolio Choice for Long-Term Investors (a review)

Financial Analysts Journal ◽

10.2469/faj.v58.n5.2474 ◽

2002 ◽

Vol 58 (5) ◽

pp. 100-101

Author(s):

Mark S. Rzepczynski

Keyword(s):

Portfolio Choice ◽

Asset Allocation ◽

Strategic Asset Allocation

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Marketing Incentives and Mutual Fund Portfolio Choice

SSRN Electronic Journal ◽

10.2139/ssrn.1107560 ◽

2008 ◽

Author(s):

Denis Sosyura

Keyword(s):

Portfolio Choice ◽

Mutual Fund ◽

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