Pages that link to "Item:Q5377183"
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The following pages link to Trading co‐integrated assets with price impact (Q5377183):
Displaying 12 items.
- Optimal pair-trade execution with generalized cross-impact (Q2172552) (← links)
- Optimal portfolio execution problem with stochastic price impact (Q2288736) (← links)
- Optimal dynamic basis trading (Q2334405) (← links)
- Specification and execution of composite trading activities (Q2466384) (← links)
- Algorithmic trading of co-integrated assets (Q2828051) (← links)
- Pairs trading under delayed cointegration (Q5039626) (← links)
- Multi-asset Optimal Execution and Statistical Arbitrage Strategies under Ornstein--Uhlenbeck Dynamics (Q5071495) (← links)
- Optimal solution of the liquidation problem under execution and price impact risks (Q5079391) (← links)
- A flexible regime switching model with pairs trading application to the S&P 500 high-frequency stock returns (Q5235460) (← links)
- Optimal Execution: A Review (Q5879357) (← links)
- New insights and augmented Lagrangian algorithm for optimal portfolio liquidation with market impact (Q6056327) (← links)
- Effective algorithms for optimal portfolio deleveraging problem with cross impact (Q6178391) (← links)