---
title: A robust portfolio selection problem with price impacts in discrete time
url: https://www.ml-quant.com/papers/ssrn/4541885/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 4541885
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4541885
featured: 2023-08-17
citations: 0
topic: Trading, Microstructure & Execution
---


# A robust portfolio selection problem with price impacts in discrete time

Robust Portfolio Choice Model: A study on portfolio choice suggests that investors may not always aim for the 'ideal' portfolio due to factors like price impacts and aversion to model estimation errors.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4541885
- Identifier: SSRN 4541885
- Released: 2023-08-16
- First featured: Quant Letter No. 12 (2023-08-17): https://www.ml-quant.com/issues/2023-08-17/
- Citations (Semantic Scholar): 0
- Published in: not yet
- Topic: Trading, Microstructure & Execution

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