Pages that link to "Item:Q1017047"
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The following pages link to Optimal liquidation strategies and their implications (Q1017047):
Displaying 17 items.
- Optimal portfolio liquidation with additional information (Q253110) (← links)
- Large traders and illiquid options: hedging vs. manipulation (Q658638) (← links)
- Risk aversion and the dynamics of optimal liquidation strategies in illiquid markets (Q964670) (← links)
- Optimal asset liquidation with multiplicative transient price impact (Q1630423) (← links)
- Optimal trade execution under endogenous pressure to liquidate: theory and numerical solutions (Q1681457) (← links)
- Optimal sale strategies in illiquid markets (Q1781150) (← links)
- Generalized optimal liquidation problems across multiple trading venues (Q2165772) (← links)
- Optimal liquidation problem in illiquid markets (Q2242363) (← links)
- Stylized algorithmic trading: satisfying the predictive near-term demand of liquidity (Q2288912) (← links)
- Prospect theory and liquidation decisions (Q2496790) (← links)
- Optimal security liquidation algorithms (Q2574056) (← links)
- Statistical characteristics of price impact in high-frequency trading (Q2699613) (← links)
- MANAGING CORPORATE LIQUIDITY: STRATEGIES AND PRICING IMPLICATIONS (Q3006610) (← links)
- OPTIMAL LIQUIDATION OF DERIVATIVE PORTFOLIOS (Q3008482) (← links)
- (Q3415779) (← links)
- Optimal liquidation of a call spread (Q3578685) (← links)
- FINANCING AND INVESTMENT STRATEGIES UNDER CREDITOR-MAXIMIZED LIQUIDATION (Q5010064) (← links)