Pages that link to "Item:Q1941201"
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The following pages link to Optimal execution with weighted impact functions: a quadratic programming approach (Q1941201):
Displaying 19 items.
- Smoothing and parametric rules for stochastic mean-CVaR optimal execution strategy (Q285995) (← links)
- Optimal trade execution: a mean quadratic variation approach (Q318882) (← links)
- Single asset optimal trading strategies with stochastic dominance constraints (Q338920) (← links)
- Dynamic programming and mean-variance hedging with partial execution risk (Q836034) (← links)
- An adaptive Lagrangian algorithm for optimal portfolio deleveraging with cross-impact (Q1697674) (← 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)
- Optimal execution with price impact under cumulative prospect theory (Q2150064) (← links)
- Optimal pair-trade execution with generalized cross-impact (Q2172552) (← links)
- Mean-variance optimal trading problem subject to stochastic dominance constraints with second order autoregressive price dynamics (Q2408894) (← links)
- Mean–Variance Optimal Adaptive Execution (Q2889596) (← links)
- Efficient trading frontier: a shortage function approach (Q2926476) (← links)
- Applying regression techniques in designing optimal trade execution strategy for an asset (Q5070610) (← links)
- A Markov-Driven Portfolio Execution Strategy with Market Impact (Q5197251) (← links)
- Portfolio choice with small temporary and transient price impact (Q5204851) (← links)
- Strategic Execution Trajectories (Q6040003) (← links)
- Optimal portfolio trading subject to stochastic dominance constraints under second‐order autoregressive price dynamics (Q6069774) (← links)
- Optimal Execution with Quadratic Variation Inventories (Q6169622) (← links)
- Optimal execution considering trading signal and execution risk simultaneously (Q6484196) (← links)
