✦ LIBER ✦

A model of optimal portfolio selection under liquidity risk and price impact

✍ Scribed by Vathana Ly Vath; Mohamed Mnif; Huyên Pham

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Selection by proxy: A model for the simp

✍ H. Blasche; E. Dorfner 📂 Article 📅 1987 🏛 Springer US 🌐 English ⚖ 478 KB

On the use of optimization models for po

✍ Panos M. Pardalos; Mattias Sandström; Costas Zopounidis 📂 Article 📅 1994 🏛 Springer US 🌐 English ⚖ 878 KB

Optimal pricing and capacity choice for

✍ Fred Schroyen; Adekola Oyenuga 📂 Article 📅 2011 🏛 Springer US 🌐 English ⚖ 375 KB