Optimal liquidation with high risk aversion and small linear price impact

Leonid Dolinskyi, Yan Dolinsky

Year of publication:	2024
Authors:	Dolinskyi, Leonid ; Dolinsky, Yan
Published in:	Decisions in economics and finance : a journal of applied mathematics. - Milano : Springer Italia, ISSN 1129-6569, ZDB-ID 2023516-1. - Vol. 47.2024, 1, p. 183-198
Subject:	Exponential utility \| Linear price impact \| Optimal liquidation \| Theorie \| Theory \| Risikoaversion \| Risk aversion \| Portfolio-Management \| Portfolio selection \| Börsenkurs \| Share price \| Liquidität \| Liquidity

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