Gold Price Impact Factors and Portfolio Analysis Application Progress
نویسندگان
چکیده
منابع مشابه
Price Impact and Portfolio Impact ∗
We study survival, price impact and portfolio impact in heterogeneous economies. We show that, under the equilibrium risk-neutral measure, long-run price impact is in fact equivalent to survival, whereas longrun portfolio impact is equivalent to survival under an agent-specific, wealth-forward measure. These results allow us to show that price impact and portfolio impact are two independent con...
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ژورنال
عنوان ژورنال: Advances in Applied Mathematics
سال: 2018
ISSN: 2324-7991,2324-8009
DOI: 10.12677/aam.2018.75061