Pages that link to "Item:Q319326"
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The following pages link to Optimal deleveraging with nonlinear temporary price impact (Q319326):
Displaying 10 items.
- Leverage management in a bull-bear switching market (Q311005) (← links)
- Optimal trade execution under endogenous pressure to liquidate: theory and numerical solutions (Q1681457) (← links)
- An adaptive Lagrangian algorithm for optimal portfolio deleveraging with cross-impact (Q1697674) (← links)
- Optimal portfolio deleveraging under market impact and margin restrictions (Q2240011) (← links)
- Optimal liquidation problem in illiquid markets (Q2242363) (← links)
- Dynamic Leveraging–Deleveraging Games (Q5130486) (← links)
- New insights and augmented Lagrangian algorithm for optimal portfolio liquidation with market impact (Q6056327) (← links)
- Effective algorithms for separable nonconvex quadratic programming with one quadratic and box constraints (Q6166654) (← links)
- Dynamic asset-liability management with frictions (Q6171945) (← links)
- Effective algorithms for optimal portfolio deleveraging problem with cross impact (Q6178391) (← links)