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The price of liquidity in constant leverage strategies:
Escobar, Marcos
;
Kiechle, Andreas
;
Seco, Luis
.
Revista de la Real Academia de Ciencias Exactas, Fisicas y Naturales. Serie A. Matematicas. 103 (2009) 2 - p. 373-385 , 2009
Link:
https://doi.org/10.1007/bf03191913
RT Journal T1 <Title>The price of liquidity in constant leverage strategies</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.1007_bf03191913&Exemplar=1&LAN=DE A1 Escobar, Marcos A1 Kiechle, Andreas A1 Seco, Luis A1 Zagst, Rudi PB Springer Science and Business Media LLC YR 2009 SN 1578-7303 SN 1579-1505 JF Revista de la Real Academia de Ciencias Exactas, Fisicas y Naturales. Serie A. Matematicas VO 103 IS 2 SP 373 OP 385 LK http://dx.doi.org/https://doi.org/10.1007/bf03191913 DO https://doi.org/10.1007/bf03191913 SF ELIB - SuUB Bremen
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