Hedging with temporary price impact
dc.contributor.author
Bank, Peter
dc.contributor.author
Soner, Mete
dc.contributor.author
Voß, Moritz
dc.date.accessioned
2017-06-11T21:55:05Z
dc.date.available
2017-06-11T21:55:05Z
dc.date.issued
2017-03
dc.identifier.issn
1862-9679
dc.identifier.issn
1862-9660
dc.identifier.other
10.1007/s11579-016-0178-4
dc.identifier.uri
http://hdl.handle.net/20.500.11850/108339
dc.language.iso
en
dc.publisher
Springer
dc.subject
Hedging
dc.subject
Illiquid markets
dc.subject
Portfolio tracking
dc.title
Hedging with temporary price impact
dc.type
Journal Article
ethz.journal.title
Mathematics and Financial Economics
ethz.journal.volume
11
ethz.journal.issue
2
ethz.journal.abbreviated
Math Finan Econ
ethz.pages.start
215
ethz.pages.end
239
ethz.notes
Published online 6 October 2016. Also published by: http://arxiv.org/abs/1510.03223v1.
ethz.identifier.wos
ethz.identifier.scopus
ethz.identifier.nebis
005429131
ethz.publication.place
Heidelberg
ethz.publication.status
published
ethz.leitzahl
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02000 - Dep. Mathematik / Dep. of Mathematics::02003 - Mathematik Selbständige Professuren::03844 - Soner, Mete (emeritus) / Soner, Mete (emeritus)
ethz.leitzahl.certified
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02000 - Dep. Mathematik / Dep. of Mathematics::02003 - Mathematik Selbständige Professuren::03844 - Soner, Mete (emeritus) / Soner, Mete (emeritus)
ethz.date.deposited
2017-06-11T21:55:53Z
ethz.source
ECIT
ethz.identifier.importid
imp593653ccbc2b787574
ethz.ecitpid
pub:169293
ethz.eth
yes
ethz.availability
Metadata only
ethz.rosetta.installDate
2017-07-18T07:50:13Z
ethz.rosetta.lastUpdated
2022-03-28T14:23:01Z
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true
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Publikationstyp
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Journal Article [130890]