Rebalancing multiple assets with mutual price impact (Q1626513)
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scientific article; zbMATH DE number 6985476
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Rebalancing multiple assets with mutual price impact |
scientific article; zbMATH DE number 6985476 |
Statements
Rebalancing multiple assets with mutual price impact (English)
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27 November 2018
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price impact
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long-run
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portfolio choice
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liquidity
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