Portfolio liquidation with delayed information
Tingjin Yan, Mei Choi Chiu, Hoi Ying Wong
| Year of publication: |
2023
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|---|---|
| Authors: | Yan, Tingjin ; Chiu, Mei Choi ; Wong, Hoi Ying |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 126.2023, p. 1-17
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| Subject: | Optimal portfolio execution | Path dependency | Price impact | Price-predictive factors | Stochastic delay differential equation | Theorie | Theory | Portfolio-Management | Portfolio selection | Stochastischer Prozess | Stochastic process | Analysis | Mathematical analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econmod.2023.106398 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014461590