A model of optimal portfolio selection under liquidity risk and price impact
| Year of publication: |
2007
|
|---|---|
| Authors: | Ly Vath, Vathana ; Mnif, Mohamed ; Pham, Huyên |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 13563397. - Vol. 11.2007, 1, p. 51-90
|