Pages that link to "Item:Q3121384"
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The following pages link to VWAP execution as an optimal strategy (Q3121384):
Displaying 8 items.
- A tail measure with variable risk tolerance: application in dynamic portfolio insurance strategy (Q2152243) (← links)
- Discrete homotopy analysis for optimal trading execution with nonlinear transient market impact (Q2200233) (← links)
- A class of optimal liquidation problem with a nonlinear temporary market impact (Q2217828) (← links)
- An explicit optimal strategy for flow trades at NASDAQ around its close (Q2417143) (← links)
- A closed-form execution strategy to target volume weighted average price (Q2832615) (← links)
- On-line VWAP Trading Strategies (Q4931850) (← links)
- OPTIMAL EXECUTION OF A VWAP ORDER: A STOCHASTIC CONTROL APPROACH (Q5262522) (← links)
- A simple microstructural explanation of the concavity of price impact (Q6054404) (← links)