@article{alfonsi:hal-00919895, TITLE = {{Multivariate transient price impact and matrix-valued positive definite functions}}, AUTHOR = {Alfonsi, Aur{\'e}lien and Schied, Alexander and Kl{\"o}ck, Florian}, URL = {https://enpc.hal.science/hal-00919895}, JOURNAL = {{Mathematics of Operations Research}}, PUBLISHER = {{INFORMS}}, YEAR = {2016}, MONTH = Mar, DOI = {10.1287/moor.2015.0761}, KEYWORDS = {Multivariate price impact ; matrix-valued positive de nite function ; optimal trade execution ; optimal portfolio liquidation ; matrix function}, HAL_ID = {hal-00919895}, HAL_VERSION = {v1}, }