Pages that link to "Item:Q253110"
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The following pages link to Optimal portfolio liquidation with additional information (Q253110):
Displaying 10 items.
- Market-making strategy with asymmetric information and regime-switching (Q1657343) (← links)
- Optimal trade execution under endogenous pressure to liquidate: theory and numerical solutions (Q1681457) (← links)
- What if we knew what the future brings? Optimal investment for a frontrunner with price impact (Q2156348) (← links)
- Optimal Portfolio Liquidation with Distress Risk (Q3117328) (← links)
- Momentum liquidation under partial information (Q3188565) (← links)
- (Q3415779) (← links)
- Trading against disorderly liquidation of a large position under asymmetric information and market impact (Q4606384) (← links)
- Optimal solution of the liquidation problem under execution and price impact risks (Q5079391) (← links)
- New insights and augmented Lagrangian algorithm for optimal portfolio liquidation with market impact (Q6056327) (← links)
- Optimal execution with multiplicative price impact and incomplete information on the return (Q6111009) (← links)