Title: Asset Management with Price Impact and Fair Treatment of Clients
Authors: Jezek, M
Satchell, Stephen E
Keywords: Multi-account portfolio optimization
market impact
treating customers fairly
Issue Date: May-2010
Publisher: Faculty of Economics, University of Cambridge, UK
Series/Report no.: CWPE
1027
URI: http://www.dspace.cam.ac.uk/handle/1810/229419
Appears in Collections:Cambridge Working Papers in Economics

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