Dynamic portfolio selection with market impact costs (Q1785239)
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scientific article; zbMATH DE number 6945269
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamic portfolio selection with market impact costs |
scientific article; zbMATH DE number 6945269 |
Statements
Dynamic portfolio selection with market impact costs (English)
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28 September 2018
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liquidity
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trading costs
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dynamic portfolio choice
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multiple time scale asymptotic expansion
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0.8948989
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0.8927915
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0.88988674
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0.8886237
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0.8836244
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0.88288367
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0.87914145
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