View in EDS HTML Full Text PDF Full Text

Optimal Leveraged Portfolio Selection Under Quasi-Elastic Market Impact.

Saved in:
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
Full text is not displayed to guests.
FullText Links:
  – Type: pdflink
Text:
  Availability: 1
Header DbId: bsu
DbLabel: Business Source Ultimate
An: 172334106
AccessLevel: 2
PubType: Academic Journal
PubTypeId: academicJournal
PreciseRelevancyScore: 0
IllustrationInfo
Items – Name: Title
  Label: Title
  Group: Ti
  Data: Optimal Leveraged Portfolio Selection Under Quasi-Elastic Market Impact.
– Name: Author
  Label: Authors
  Group: Au
  Data: <searchLink fieldCode="AR" term="%22Edirisinghe%2C+Chanaka%22">Edirisinghe, Chanaka</searchLink><relatesTo>1</relatesTo> (AUTHOR)<i> edirin@rpi.edu</i><br /><searchLink fieldCode="AR" term="%22Chen%2C+Jingnan%22">Chen, Jingnan</searchLink><relatesTo>2</relatesTo> (AUTHOR)<i> jchen@buaa.edu.cn</i><br /><searchLink fieldCode="AR" term="%22Jeong%2C+Jaehwan%22">Jeong, Jaehwan</searchLink><relatesTo>3</relatesTo> (AUTHOR)<i> jjeong5@radford.edu</i>
– Name: TitleSource
  Label: Source
  Group: Src
  Data: <searchLink fieldCode="JN" term="%22Operations+Research%22">Operations Research</searchLink>. Sep/Oct2023, Vol. 71 Issue 5, p1558-1576. 19p.
PLink https://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=bsu&AN=172334106
RecordInfo BibRecord:
  BibEntity:
    Identifiers:
      – Type: doi
        Value: 10.1287/opre.2023.2462
    Languages:
      – Code: eng
        Text: English
    PhysicalDescription:
      Pagination:
        PageCount: 19
        StartPage: 1558
    Titles:
      – TitleFull: Optimal Leveraged Portfolio Selection Under Quasi-Elastic Market Impact.
        Type: main
  BibRelationships:
    HasContributorRelationships:
      – PersonEntity:
          Name:
            NameFull: Edirisinghe, Chanaka
      – PersonEntity:
          Name:
            NameFull: Chen, Jingnan
      – PersonEntity:
          Name:
            NameFull: Jeong, Jaehwan
    IsPartOfRelationships:
      – BibEntity:
          Dates:
            – D: 01
              M: 09
              Text: Sep/Oct2023
              Type: published
              Y: 2023
          Identifiers:
            – Type: issn-print
              Value: 0030364X
          Numbering:
            – Type: volume
              Value: 71
            – Type: issue
              Value: 5
          Titles:
            – TitleFull: Operations Research
              Type: main
ResultId 1