Portfolio liquidation under factor uncertainty

DOI10.1214/21-AAP1672zbMath1484.91424arXiv1909.00748OpenAlexW4214670899MaRDI QIDQ2117436

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Publication date: 21 March 2022

Published in: (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1909.00748

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