"Dynamic portfolio selection with market impact costs."

Andrew E. B. Lim, Poomyos Wimonkittiwat (2014)

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DOI: 10.1016/J.ORL.2014.04.008

access: open

type: Journal Article

metadata version: 2020-02-04

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  - https://dblp.org/rec/journals/orl/LimW14
Andrew E. B. Lim, Poomyos Wimonkittiwat:
Dynamic portfolio selection with market impact costs. Oper. Res. Lett. 42(5): 299-306 (2014)

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