Risk aversion and the dynamics of optimal liquidation strategies in illiquid markets

Title
Risk aversion and the dynamics of optimal liquidation strategies in illiquid markets
Authors
Keywords
-
Journal
FINANCE AND STOCHASTICS
Volume 13, Issue 2, Pages 181-204
Publisher
Springer Nature
Online
2008-11-22
DOI
10.1007/s00780-008-0082-8

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