Optimal Leveraged Portfolio Selection Under Quasi-Elastic Market Impact

• Chanaka Edirisinghe

  Chanaka Edirisinghe

  [email protected]

  https://orcid.org/0000-0002-3623-3119

  Lally School of Management, Rensselaer Polytechnic Institute, Troy, New York 12180;

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• Jingnan Chen

  Corresponding Author

  Jingnan Chen

  [email protected]

  https://orcid.org/0000-0003-0877-2278

  School of Economics and Management, Beihang University, Beijing 100191, China;

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  ,
• Jaehwan Jeong

  Jaehwan Jeong

  [email protected]

  https://orcid.org/0000-0002-2290-2035

  Davis College of Business and Economics, Radford University, Radford, Virginia 24142

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