Pages that link to "Item:Q5397469"
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The following pages link to Optimal trade execution under price-sensitive risk preferences (Q5397469):
Displaying 17 items.
- Optimal algorithms for trading large positions (Q445966) (← links)
- A guided tour of new results on ``trade execution in illiquid markets'' (Q977311) (← links)
- Optimal trading of a security when there are taxes and transaction costs (Q1297916) (← links)
- Optimal trade execution under endogenous pressure to liquidate: theory and numerical solutions (Q1681457) (← links)
- A trade execution model under a composite dynamic coherent risk measure (Q1785321) (← links)
- Curve following in illiquid markets (Q1932555) (← links)
- Optimal execution strategy of liquidation (Q2494604) (← links)
- Optimal trade execution and price manipulation in order books with time-varying liquidity (Q2927946) (← links)
- OPTIMAL TRADE EXECUTION UNDER GEOMETRIC BROWNIAN MOTION IN THE ALMGREN AND CHRISS FRAMEWORK (Q3006607) (← links)
- OPTIMAL TRADE EXECUTION IN ILLIQUID MARKETS (Q3100751) (← links)
- Optimal Trade Execution for Time-Inconsistent Mean-Variance Criteria and Risk Functions (Q3456837) (← links)
- Optimal Portfolio Execution Strategies and Sensitivity to Price Impact Parameters (Q3586151) (← links)
- (Q4313037) (← links)
- Performance-weighted ensembles of random forests for predicting price impact (Q4619486) (← links)
- Optimal Execution with Identity Optionality (Q6040001) (← links)
- Optimal trading with transaction costs and short-term predictability (Q6053124) (← links)
- Improved approximation to first-best gains-from-trade (Q6167248) (← links)