Pages that link to "Item:Q360368"
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The following pages link to Optimal portfolio selection under concave price impact (Q360368):
Displaying 5 items.
- Arbitrage theory for non convex financial market models (Q2403708) (← links)
- Optimal Portfolio Execution Strategies and Sensitivity to Price Impact Parameters (Q3586151) (← links)
- Nonlinear price impact and portfolio choice (Q5109969) (← links)
- Portfolio choice with small temporary and transient price impact (Q5204851) (← links)
- Dynamic portfolio optimization with liquidity cost and market impact: a simulation-and-regression approach (Q5234310) (← links)
