Portfolio choice with small temporary and transient price...

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Mathematical Finance 2019 / 03

Portfolio choice with small temporary and transient price impact

Ekren, Ibrahim, Muhle-Karbe, Johannes
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Language:
english
Journal:
Mathematical Finance
DOI:
10.1111/mafi.12204
Date:
March, 2019
File:
PDF, 884 KB
english, 2019
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