Optimal portfolios of a small investor in a limit order market: a shadow price approach
type: Item
instance of: scholarly article
title: Optimal portfolios of a small investor in a limit order market: a shadow price approach
zbMATH Open document ID: 1255.91449
author: Christoph Kühn
author: Maximilian Stroh
published in: Mathematics and Financial Economics
publication date: 2013-01-20T00:00:00Z
Mathematics Subject Classification ID: 91G80
Mathematics Subject Classification ID: 91G10
zbMATH DE Number: 6127177
zbMATH Keywords: portfolio optimization
zbMATH Keywords: limit order market
zbMATH Keywords: shadow price
zbMATH Keywords: order book
MaRDI profile type: Publication
full work available at URL: s11579-010-0027-9
OpenAlex ID: W1979137326
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DOI: 10.1007/S11579-010-0027-9
description: scientific article; zbMATH DE number 6127177