Asset Management with Price Impact and Fair Treatment of Clients

Thumbnail
View / Open Files
Authors
Jezek, M.
Satchell, Stephen E.
Publication Date
2010-05
Series
Cambridge Working Papers in Economics
Publisher
Faculty of Economics
Type
Working Paper
Metadata
Show full item record
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
Rights
All Rights Reserved
Licence URL: https://www.rioxx.net/licenses/all-rights-reserved/
Statistics



Total file downloads (since January 2020). For more information on metrics see the IRUS guide.