Pages that link to "Item:Q1627810"
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The following pages link to An algorithmic approach to optimal asset liquidation problems (Q1627810):
Displaying 9 items.
- Optimal asset liquidation with multiplicative transient price impact (Q1630423) (← links)
- An adaptive Lagrangian algorithm for optimal portfolio deleveraging with cross-impact (Q1697674) (← links)
- Towards the real time solution of strike force asset allocation problems (Q1765539) (← links)
- Efficient algorithms of pathwise dynamic programming for decision optimization in mining operations (Q2178364) (← links)
- Optimal security liquidation algorithms (Q2574056) (← links)
- Algorithmic trading efficiency and its impact on market-quality (Q2686266) (← links)
- Recursive Algorithms for Stock Liquidation: A Stochastic Optimization Approach (Q4785879) (← links)
- A novel algorithm for clearing financial obligations between companies - An application within the Romanian Ministry of economy (Q5862158) (← links)
- New insights and augmented Lagrangian algorithm for optimal portfolio liquidation with market impact (Q6056327) (← links)