Optimal liquidation strategies regularize portfolio selection
Fabio Caccioli, Susanne Still, Matteo Marsili and Imre Kondor
| Year of publication: |
2013
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|---|---|
| Authors: | Caccioli, Fabio ; Still, Susanne ; Marsili, Matteo ; Kondor, Imre |
| Published in: |
The European journal of finance. - Abingdon, Oxon : Routledge, Taylor & Francis Group, ISSN 1351-847X, ZDB-ID 1282412-4. - Vol. 19.2013, 5/6, p. 554-571
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| Subject: | Portfolio-Management | Portfolio selection | Theorie | Theory | Liquidität | Liquidity | Transaktionskosten | Transaction costs |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010243596