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Optimal portfolio liquidation with cross-price impacts on trading

Published Online: 2020-06-08

Published Print: 2022-04

Authors

Li, Yi

Guo, Ju’e

Lai, Kin Keung http://orcid.org/0000-0003-0014-2095
Shi, Jinzhao
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Text and Data Mining valid from 2020-06-08

Version of Record valid from 2020-06-08
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Article History

Received: 18 May 2019

Revised: 9 March 2020

Accepted: 12 May 2020

First Online: 8 June 2020

Compliance with ethical standards

:

: The authors declare that they have no conflict of interest.

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