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"Optimal Portfolio Liquidation with Distress Risk."

David B. Brown, Bruce Ian Carlin, Miguel Sousa Lobo (2010)

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DOI: 10.1287/MNSC.1100.1235

access: closed

type: Journal Article

metadata version: 2020-06-30

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  - journals/mansci/BrownCL10
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  - https://dblp.org/rec/journals/mansci/BrownCL10
David B. Brown, Bruce Ian Carlin, Miguel Sousa Lobo:
Optimal Portfolio Liquidation with Distress Risk. Manag. Sci. 56(11): 1997-2014 (2010)

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