Mathematical models of price impact and optimal portfolio management in llliquid markets
Nikolay Andreev
| Year of publication: |
2015
|
|---|---|
| Authors: | Andreev, Nikolay |
| Published in: |
Financial econometrics and empirical market microstructure. - Cham [u.a.] : Springer, ISBN 978-3-319-09945-3. - 2015, p. 1-11
|
| Subject: | market liquidity | optimal portfolio selection | portfolio liquidation | price impact | Portfolio-Management | Portfolio selection | Theorie | Theory | Liquidität | Liquidity | Marktliquidität | Market liquidity | CAPM |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011326762