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Optimal Leveraged Portfolio Selection Under Quasi-Elastic Market Impact.

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Bibliographic Details
Title:	Optimal Leveraged Portfolio Selection Under Quasi-Elastic Market Impact.
Authors:	Edirisinghe, Chanaka¹ (AUTHOR) edirin@rpi.edu, Chen, Jingnan² (AUTHOR) jchen@buaa.edu.cn, Jeong, Jaehwan³ (AUTHOR) jjeong5@radford.edu
Source:	Operations Research. Sep/Oct2023, Vol. 71 Issue 5, p1558-1576. 19p.
Database:	Business Source Ultimate
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Description
ISSN:	0030364X
DOI:	10.1287/opre.2023.2462