"Portfolio optimization for a large investor under partial information and ..."

Zehra Eksi, Hyejin Ku (2017)

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DOI: 10.1007/S00186-017-0589-X

access: closed

type: Journal Article

metadata version: 2020-03-03

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Zehra Eksi, Hyejin Ku:
Portfolio optimization for a large investor under partial information and price impact. Math. Methods Oper. Res. 86(3): 601-623 (2017)

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