How would the presence of memory effects in market impact, Portfolio Management

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How would the presence of memory effects in market impact

1. How would the presence of memory effects in market impact change the trade optimization results displayed in Fig. 16.5?

2. In Fig. 16.5, why does high risk aversion lead to quick trading?

Text Book: Active Portfolio Management, 2/E By Grinold.o Management, 2/E By Grinold.

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Portfolio Management: How would the presence of memory effects in market impact

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Portfolio Management: How would the presence of memory effects in market impact

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