The price of liquidity in constant leverage strategies.
Escobar, Marcos ; Kiechle, Andreas ; Seco, Luis ; Zagst, Rudi
RACSAM, Tome 103 (2009), p. 373-385 / Harvested from Biblioteca Digital de Matemáticas
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Publié le : 2009-01-01
DMLE-ID : 6204 
@article{urn:eudml:doc:43701,
     title = {The price of liquidity in constant leverage strategies.},
     journal = {RACSAM},
     volume = {103},
     year = {2009},
     pages = {373-385},
     zbl = {1181.91312},
     language = {en},
     url = {http://dml.mathdoc.fr/item/urn:eudml:doc:43701}
}

Escobar, Marcos; Kiechle, Andreas; Seco, Luis; Zagst, Rudi. The price of liquidity in constant leverage strategies.. RACSAM, Tome 103 (2009) pp. 373-385. http://gdmltest.u-ga.fr/item/urn:eudml:doc:43701/