Nonlinear price impact and portfolio choice
10.1111/mafi.12234
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sg-nus-scholar.10635-1713302024-04-25T01:32:14Z Nonlinear price impact and portfolio choice Guasoni, Paolo Weber, Marko Hans MATHEMATICS 10.1111/mafi.12234 Mathematical Finance 30 2 341-376 2020-07-16T09:31:19Z 2020-07-16T09:31:19Z 2020-04 2020-07-16T08:45:33Z Article Guasoni, Paolo, Weber, Marko Hans (2020-04). Nonlinear price impact and portfolio choice. Mathematical Finance 30 (2) : 341-376. ScholarBank@NUS Repository. https://doi.org/10.1111/mafi.12234 09601627 14679965 https://scholarbank.nus.edu.sg/handle/10635/171330 Wiley Elements |
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National University of Singapore |
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NUS Library |
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Asia |
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Singapore Singapore |
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NUS Library |
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ScholarBank@NUS |
| description |
10.1111/mafi.12234 |
| author2 |
MATHEMATICS |
| author_facet |
MATHEMATICS Guasoni, Paolo Weber, Marko Hans |
| format |
Article |
| author |
Guasoni, Paolo Weber, Marko Hans |
| spellingShingle |
Guasoni, Paolo Weber, Marko Hans Nonlinear price impact and portfolio choice |
| author_sort |
Guasoni, Paolo |
| title |
Nonlinear price impact and portfolio choice |
| title_short |
Nonlinear price impact and portfolio choice |
| title_full |
Nonlinear price impact and portfolio choice |
| title_fullStr |
Nonlinear price impact and portfolio choice |
| title_full_unstemmed |
Nonlinear price impact and portfolio choice |
| title_sort |
nonlinear price impact and portfolio choice |
| publisher |
Wiley |
| publishDate |
2020 |
| url |
https://scholarbank.nus.edu.sg/handle/10635/171330 |
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1800914116364206080 |