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Mathematical methods of operations research
Research paper series / Swiss Finance Institute
48
Mathematical finance : an international journal of mathematics, statistics and financial theory
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Swiss Finance Institute Research Paper
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Finance and stochastics
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Journal of financial economics
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Portfolio optimization for a large investor under partial information and price impact
Eksi, Zehra
;
Ku, Hyejin
- In:
Mathematical methods of operations research
86
(
2017
)
3
,
pp. 601-623
Persistent link: https://www.econbiz.de/10011793402
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