Hedge-fund management with liquidity constraint
Hugo E. Ramirez, Peter Duck, Paul V. Johnson and Sydney Howell
| Year of publication: |
2019
|
|---|---|
| Authors: | Ramirez, Hugo E. ; Duck, Peter ; Johnson, Paul ; Howell, Sydney D. |
| Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 22.2019, 6, p. 1-31
|
| Subject: | Hedge-fund management | stochastic control | liquidity | semi-Lagrangian | finite differences | Liquiditätsbeschränkung | Liquidity constraint | Portfolio-Management | Portfolio selection | Betriebliche Liquidität | Corporate liquidity | Liquidität | Liquidity | Kontrolltheorie | Control theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1142/S0219024919500262 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012153086