The following pages link to Optimal Liquidity Trading* (Q3374848):
Displaying 45 items.
- Liquidation with self-exciting price impact (Q253113) (← links)
- Smoothing and parametric rules for stochastic mean-CVaR optimal execution strategy (Q285995) (← links)
- Single asset optimal trading strategies with stochastic dominance constraints (Q338920) (← links)
- An optimal execution problem with market impact (Q457189) (← links)
- Transaction costs, trading volume, and the liquidity premium (Q471168) (← links)
- Portfolio choice under transitory price impact (Q609848) (← links)
- A note on the dynamic liquidity trading problem with a mean-variance objective (Q628657) (← links)
- Stock repurchase with an adaptive reservation price: a study of the greedy policy (Q631204) (← links)
- Illiquidity, position limits, and optimal investment for mutual funds (Q634528) (← links)
- The impact of illiquidity on the asset management of insurance companies (Q938026) (← links)
- Portfolio choice and pricing in illiquid markets (Q1007320) (← links)
- Optimal execution in high-frequency trading with Bayesian learning (Q1619842) (← links)
- Optimal trade execution under jump diffusion process: a mean-VaR approach (Q1727117) (← links)
- Strategic trading in illiquid markets. (Q1774491) (← links)
- A trade execution model under a composite dynamic coherent risk measure (Q1785321) (← links)
- The value of tradeability (Q1937839) (← links)
- Optimal execution with weighted impact functions: a quadratic programming approach (Q1941201) (← links)
- Rational quantitative trading in efficient markets (Q1995286) (← links)
- Optimal dynamic basis trading (Q2334405) (← links)
- Mean-variance optimal trading problem subject to stochastic dominance constraints with second order autoregressive price dynamics (Q2408894) (← links)
- Liquidating illiquid collateral (Q2434347) (← links)
- Alternative trading (Q2654960) (← links)
- Maximal trades (Q2761060) (← links)
- Resilient price impact of trading and the cost of illiquidity (Q2862513) (← links)
- Reduced form modeling of limit order markets (Q2873532) (← links)
- Mean–Variance Optimal Adaptive Execution (Q2889596) (← links)
- Efficient trading frontier: a shortage function approach (Q2926476) (← links)
- SIMULTANEOUS TRADING IN ‘LIT’ AND DARK POOLS (Q2953306) (← links)
- Optimal Execution in a Market with Small Investors (Q3063873) (← links)
- THE COST OF ILLIQUIDITY AND ITS EFFECTS ON HEDGING (Q3161737) (← links)
- Liquidity and Trading Dynamics (Q3402302) (← links)
- Optimal execution with nonlinear impact functions and trading-enhanced risk (Q4449551) (← links)
- Optimal order placement in limit order markets (Q4555056) (← links)
- What is the Optimal Trading Frequency in Financial Markets? (Q4610861) (← links)
- Internalisation by electronic FX spot dealers (Q4628034) (← links)
- OPTIMAL LIQUIDATION UNDER STOCHASTIC PRICE IMPACT (Q4631694) (← links)
- Applying regression techniques in designing optimal trade execution strategy for an asset (Q5070610) (← links)
- Cross-Sectional Variation of Intraday Liquidity, Cross-Impact, and Their Effect on Portfolio Execution (Q5080647) (← links)
- Optimal liquidation in dark pools (Q5245909) (← links)
- GENERAL INTENSITY SHAPES IN OPTIMAL LIQUIDATION (Q5262510) (← links)
- IMPLICIT TRANSACTION COSTS AND THE FUNDAMENTAL THEOREMS OF ASSET PRICING (Q5281718) (← links)
- New insights and augmented Lagrangian algorithm for optimal portfolio liquidation with market impact (Q6056327) (← links)
- Optimal portfolio trading subject to stochastic dominance constraints under second‐order autoregressive price dynamics (Q6069774) (← links)
- Dynamic trading volume (Q6497100) (← links)
- Optimal liquidation with dynamic parameter updating: a forward approach (Q6586873) (← links)
