LIQUIDITY RISK AND INSTABILITIES IN PORTFOLIO OPTIMIZATION
CACCIOLI, FABIO, KONDOR, IMRE, MARSILI, MATTEO, STILL, SUSANNELanguage:
english
Journal:
International Journal of Theoretical and Applied Finance
DOI:
10.1142/S0219024916500357
Date:
July, 2016
File:
PDF, 492 KB
english, 2016