Portfolio choice with small temporary and transient price impact (Q5204851)
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scientific article; zbMATH DE number 7140542
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Portfolio choice with small temporary and transient price impact |
scientific article; zbMATH DE number 7140542 |
Statements
Portfolio choice with small temporary and transient price impact (English)
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5 December 2019
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asymptotics
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portfolio choice
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temporary price impact
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transient price impact
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