Work

Liquidity risk in portfolio selection: A stochastic control approach

Year: 2026

Type: article

Source: International Journal of Financial Engineering

DOI: 10.1142/s2424786326500222

Authors: Dhruv Goel, Song-Ping Zhu

Institution: University of Wollongong

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W7160053633

FWCI:

Cites: 22

Cited by:

Related to: