Optimal liquidation strategies regularize portfolio selection
| Year of publication: |
2013
|
|---|---|
| Authors: | Caccioli, Fabio ; Still, Susanne ; Marsili, Matteo ; Kondor, Imre |
| Published in: |
The European journal of finance. - London : Routledge, ISSN 1351-847X, ZDB-ID 12824124. - Vol. 19.2013, 6 (1.7.), p. 554-571
|