Pages that link to "Item:Q5475045"
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The following pages link to Price Manipulation and Quasi-Arbitrage (Q5475045):
Displaying 50 items.
- Liquidation with self-exciting price impact (Q253113) (← links)
- Dynamic optimal execution in a mixed-market-impact Hawkes price model (Q261925) (← links)
- Smoothing and parametric rules for stochastic mean-CVaR optimal execution strategy (Q285995) (← links)
- Adaptive basket liquidation (Q287672) (← links)
- Dynamic portfolio choice with frictions (Q308647) (← links)
- Optimal trade execution: a mean quadratic variation approach (Q318882) (← links)
- Probabilistic aspects of finance (Q373529) (← links)
- A Hamilton-Jacobi-Bellman approach to optimal trade execution (Q617638) (← links)
- The impact of illiquidity on the asset management of insurance companies (Q938026) (← links)
- Financially constrained arbitrage in illiquid markets (Q959713) (← links)
- Arbitrage and universal pricing. (Q1605214) (← links)
- Regularity properties in a state-constrained expected utility maximization problem (Q1616834) (← links)
- The impact of systemic and illiquidity risk on financing with risky collateral (Q1623973) (← links)
- Why is equity order flow so persistent? (Q1623998) (← links)
- Time-varying arbitrage and dynamic price discovery (Q1657391) (← links)
- Stochastic control for optimal execution: fast approximation solution scheme under nested mean-semi deviation and conditional value at risk (Q1706677) (← links)
- A trade execution model under a composite dynamic coherent risk measure (Q1785321) (← links)
- Microfoundations for diffusion price processes (Q1932534) (← links)
- A limit order book model for latency arbitrage (Q1938985) (← links)
- A class of optimal portfolio liquidation problems with a linear decreasing impact (Q1992659) (← links)
- Rational destabilization in a frictionless market (Q1995315) (← links)
- Liquidity risk and the term structure of interest rates (Q2018551) (← links)
- On the minimizers of energy forms with completely monotone kernel (Q2019989) (← links)
- Optimal pair-trade execution with generalized cross-impact (Q2172552) (← links)
- Scaling limits for super-replication with transient price impact (Q2174997) (← links)
- Estimating permanent price impact via machine learning (Q2182135) (← links)
- Optimal liquidation problem in illiquid markets (Q2242363) (← links)
- Price manipulation, dynamic informed trading, and the uniqueness of equilibrium in sequential trading (Q2246647) (← links)
- High frequency trading, liquidity, and execution cost (Q2259047) (← links)
- Stylized algorithmic trading: satisfying the predictive near-term demand of liquidity (Q2288912) (← links)
- Continuous-time duality for superreplication with transient price impact (Q2299594) (← links)
- Liquidating illiquid collateral (Q2434347) (← links)
- Statistical characteristics of price impact in high-frequency trading (Q2699613) (← links)
- No-dynamic-arbitrage and market impact (Q2786278) (← links)
- Adaptive execution: exploration and learning of price impact (Q2795866) (← links)
- How efficiency shapes market impact (Q2871427) (← links)
- The Tick-by-Tick Dynamical Consistency of Price Impact in Limit Order Books (Q2889582) (← links)
- Optimal trade execution and price manipulation in order books with time-varying liquidity (Q2927946) (← links)
- Optimal liquidation in a limit order book for a risk-averse investor (Q2927947) (← links)
- Optimal Basket Liquidation for CARA Investors is Deterministic (Q3063877) (← links)
- On derivatives with illiquid underlying and market manipulation (Q3088325) (← links)
- Multivariate Transient Price Impact and Matrix-Valued Positive Definite Functions (Q3186536) (← links)
- Optimal Trade Execution for Time-Inconsistent Mean-Variance Criteria and Risk Functions (Q3456837) (← links)
- Optimal execution with non-linear transient market impact (Q4555057) (← links)
- Comparison Between the Mean-Variance Optimal and the Mean-Quadratic-Variation Optimal Trading Strategies (Q4584996) (← links)
- Optimal Execution and Price Manipulations in Time-varying Limit Order Books (Q4586029) (← links)
- Market impact with multi-timescale liquidity (Q4619521) (← links)
- Cross-impact and no-dynamic-arbitrage (Q4628040) (← links)
- OPTIMAL LIQUIDATION AND ADVERSE SELECTION IN DARK POOLS (Q4635037) (← links)
- A fully consistent, minimal model for non-linear market impact (Q4683067) (← links)