Nonlinear price impact and portfolio choice
10.1111/mafi.12234
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Main Authors: | Guasoni, Paolo, Weber, Marko Hans |
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Other Authors: | MATHEMATICS |
Format: | Article |
Published: |
Wiley
2020
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Online Access: | https://scholarbank.nus.edu.sg/handle/10635/171330 |
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Institution: | National University of Singapore |
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