Crossmark

Portfolio optimization for a large investor under partial information and price impact

Crossref DOI link: https://doi.org/10.1007/s00186-017-0589-x

Published Online: 2017-05-10

Published Print: 2017-12

Update policy: https://doi.org/10.1007/springer_crossmark_policy

Authors

Eksi, Zehra

Ku, Hyejin https://orcid.org/0000-0003-0107-6974
Funding

Funding for this research was provided by:

Natural Sciences and Engineering Research Council of Canada

Engineering and Physical Sciences Research Council
License Information

License valid from 2017-05-10