Optimal portfolios of a small investor in a limit order market: a shadow price approach (Q1932532)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Optimal portfolios of a small investor in a limit order market: a shadow price approach |
scientific article; zbMATH DE number 6127177
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal portfolios of a small investor in a limit order market: a shadow price approach |
scientific article; zbMATH DE number 6127177 |
Statements
Optimal portfolios of a small investor in a limit order market: a shadow price approach (English)
0 references
20 January 2013
0 references
portfolio optimization
0 references
limit order market
0 references
shadow price
0 references
order book
0 references
