Asset Management with Price Impact and Fair Treatment of Clients

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Authors
Jezek, M.
Satchell, Stephen E.
Publication Date
2010-05
Series
Cambridge Working Papers in Economics
Publisher
Faculty of Economics
Type
Working Paper
Metadata
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Citation
Jezek, M., & Satchell, S. E. (2010). Asset Management with Price Impact and Fair Treatment of Clients. https://doi.org/10.17863/CAM.5265
Keywords
Multi-account portfolio optimization, market impact, treating customers fairly
Identifiers
CWPE1027
This record's DOI: https://doi.org/10.17863/CAM.5265
This record's URL: http://www.dspace.cam.ac.uk/handle/1810/229419https://www.repository.cam.ac.uk/handle/1810/229419

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