Pages that link to "Item:Q2240011"
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The following pages link to Optimal portfolio deleveraging under market impact and margin restrictions (Q2240011):
Displaying 4 items.
- Leverage management in a bull-bear switching market (Q311005) (← links)
- Optimal deleveraging with nonlinear temporary price impact (Q319326) (← links)
- An adaptive Lagrangian algorithm for optimal portfolio deleveraging with cross-impact (Q1697674) (← links)
- Distributed mean reversion online portfolio strategy with stock network (Q6556114) (← links)