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Original Articles

Optimal gradual liquidation of equity from a risky asset

Pages 1305-1308 | Published online: 27 Aug 2009

References

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  • Schied , A. and Schöneborn , T. 2009 . Risk aversion and the dynamics of optimal liquidation strategies in illiquid markets . Finance and Stochastics , 13 : 181 – 204 .

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