Asset Management with Price Impact and Fair Treatment of Clients
dc.contributor.author | Jezek, M. | en_GB |
dc.contributor.author | Satchell, Stephen E. | en_GB |
dc.date.accessioned | 2011-01-07T11:32:01Z | |
dc.date.available | 2011-01-07T11:32:01Z | |
dc.date.issued | 2010-05 | en_GB |
dc.identifier.other | CWPE1027 | |
dc.identifier.uri | http://www.dspace.cam.ac.uk/handle/1810/229419 | |
dc.identifier.uri | https://www.repository.cam.ac.uk/handle/1810/229419 | |
dc.publisher | Faculty of Economics | |
dc.relation.ispartofseries | Cambridge Working Papers in Economics | |
dc.rights | All Rights Reserved | en |
dc.rights.uri | https://www.rioxx.net/licenses/all-rights-reserved/ | en |
dc.subject | Multi-account portfolio optimization | en_GB |
dc.subject | market impact | en_GB |
dc.subject | treating customers fairly | en_GB |
dc.title | Asset Management with Price Impact and Fair Treatment of Clients | en_GB |
dc.type | Working Paper | en_GB |
dc.identifier.doi | 10.17863/CAM.5265 |
Files in this item
This item appears in the following Collection(s)
-
Cambridge Working Papers in Economics (CWPE)
A new series of papers from the Faculty of Economics and the Department of Applied Economics, which supersedes the DAE Working Paper series