Pages that link to "Item:Q5080132"
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The following pages link to Optimal Signal-Adaptive Trading with Temporary and Transient Price Impact (Q5080132):
Displaying 13 items.
- Incorporating signals into optimal trading (Q1739054) (← links)
- Adaptive signal processing of asset price dynamics with predictability analysis (Q2465971) (← links)
- Price impact on term structure (Q5068079) (← links)
- Portfolio choice with small temporary and transient price impact (Q5204851) (← links)
- Optimal Execution: A Review (Q5879357) (← links)
- A Mean-Field Game of Market-Making against Strategic Traders (Q6070673) (← links)
- Trading with the crowd (Q6146670) (← links)
- Optimal investment with a noisy signal of future stock prices (Q6190919) (← links)
- Optimal execution considering trading signal and execution risk simultaneously (Q6484196) (← links)
- Optimal order execution under price impact: a hybrid model (Q6549607) (← links)
- Optimal trade execution under small market impact and portfolio liquidation with semimartingale strategies (Q6565560) (← links)
- Optimal trading and competition with information in the price impact model (Q6592284) (← links)
- Consistent curves in the -world: optimal bonds portfolio (Q6592289) (← links)