Please use this identifier to cite or link to this item:
https://doi.org/10.1111/mafi.12234
| Title: | Nonlinear price impact and portfolio choice | Authors: | Guasoni, Paolo Weber, Marko Hans |
Issue Date: | Apr-2020 | Publisher: | Wiley | Citation: | Guasoni, Paolo, Weber, Marko Hans (2020-04). Nonlinear price impact and portfolio choice. Mathematical Finance 30 (2) : 341-376. ScholarBank@NUS Repository. https://doi.org/10.1111/mafi.12234 | Source Title: | Mathematical Finance | URI: | https://scholarbank.nus.edu.sg/handle/10635/171330 | ISSN: | 09601627 14679965 |
DOI: | 10.1111/mafi.12234 |
| Appears in Collections: | Staff Publications Elements |
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| File | Description | Size | Format | Access Settings | Version | |
|---|---|---|---|---|---|---|
| nonlinear_final.pdf | Accepted version | 2.16 MB | Adobe PDF | OPEN | Post-print | View/Download |
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