Pages that link to "Item:Q684140"
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The following pages link to Portfolio optimization for a large investor under partial information and price impact (Q684140):
Displaying 10 items.
- On the strategic behavior of large investors: a mean-variance portfolio approach (Q323400) (← links)
- Risk-sensitive portfolio optimization problem for a large trader with inside information (Q1630226) (← links)
- Option pricing for a large trader with price impact and liquidity costs (Q1684699) (← links)
- The impact on market outcomes of the portfolio selection of large equity investors (Q2126200) (← links)
- What if we knew what the future brings? Optimal investment for a frontrunner with price impact (Q2156348) (← links)
- Optimal reduction of public debt under partial observation of the economic growth (Q2211350) (← links)
- Effective approximation methods for constrained utility maximization with drift uncertainty (Q2671440) (← links)
- Portfolio Optimization for a Large Investor Controlling Market Sentiment Under Partial Information (Q4968923) (← links)
- Quantifying the impact of partial information on Sharpe ratio optimization (Q5891126) (← links)
- Nash equilibria for relative investors with (non)linear price impact (Q6594799) (← links)