Author: Liu Jun Timmermann Allan
Publisher: Oxford University Press
ISSN: 1465-7368
Source: Review of Financial Studies, Vol.26, Iss.4, 2013-04, pp. : 1048-1086
Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.
Abstract
Related content
Optimal liquidation strategies regularize portfolio selection
The European Journal of Finance, Vol. 19, Iss. 6, 2013-07 ,pp. :
Optimal trade execution under price-sensitive risk preferences
By Ankirchner Stefan Kruse Thomas
Quantitative Finance, Vol. 13, Iss. 9, 2013-09 ,pp. :
Performance analysis of log-optimal portfolio strategies with transaction costs
Quantitative Finance, Vol. 13, Iss. 10, 2013-10 ,pp. :