Trading Lightly: Cross-Impact and Optimal Portfolio...

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Trading Lightly: Cross-Impact and Optimal Portfolio Execution

Mastromatteo, Iacopo, Benzaquen, Michael, Eisler, Zoltan
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Year:
2017
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.2949748
File:
PDF, 914 KB
english, 2017
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