"Optimal Leveraged Portfolio Selection Under Quasi-Elastic Market Impact."

Chanaka Edirisinghe, Jingnan Chen, Jaehwan Jeong (2023)

> Home

Details and statistics

DOI: 10.1287/OPRE.2023.2462

access: closed

type: Journal Article

metadata version: 2024-07-06

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/ior/0001CJ23
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/ior/0001CJ23
Chanaka Edirisinghe, Jingnan Chen, Jaehwan Jeong:
Optimal Leveraged Portfolio Selection Under Quasi-Elastic Market Impact. Oper. Res. 71(5): 1558-1576 (2023)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.