Portfolio optimization for a large investor under partial information and price impact (2017)

First Author: Eksi Z
Attributed to:  Isaac Newton Institute for Mathematical Sciences funded by EPSRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1007/s00186-017-0589-x

Publication URI: http://dx.doi.org/10.1007/s00186-017-0589-x

Type: Journal Article/Review

Parent Publication: Mathematical Methods of Operations Research

Issue: 3

ISSN: 14325217 14322994