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Risk aversion and the dynamics of optimal liquidation strategies in illiquid markets

By P. Abramowitz, R. Almgren, R. Almgren, R. Almgren, D. Bertsimas, J.-P. Bouchaud, B.I. Carlin, U. Çetin, D. Easley, H. He, D. Kahneman, R. Kissell, R. Kissell, A.S. Kyle, O.A. Ladyzhenskaya, D. Leinweber, M. Potters, J. Schack, A. Subramanian and P. Weber
Publisher: 'Springer Science and Business Media LLC'
DOI identifier: 10.1007/s00780-008-0082-8
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Provided by: MUCC (Crossref)

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