Pages that link to "Item:Q2862513"
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The following pages link to Resilient price impact of trading and the cost of illiquidity (Q2862513):
Displaying 22 items.
- Utility maximization in an illiquid market in continuous time (Q343809) (← links)
- Asset market equilibrium with liquidity risk (Q1648910) (← links)
- Resiliency of the limit order book (Q1657443) (← links)
- Stability for gains from large investors' strategies in \(M_{1}/J_{1}\) topologies (Q1740520) (← links)
- Multivariate dependence and portfolio optimization algorithms under illiquid market scenarios (Q1751938) (← links)
- A simple model of market liquidity (Q1960582) (← links)
- Nonconcave robust optimization with discrete strategies under Knightian uncertainty (Q2009179) (← links)
- Liquidity risk and the term structure of interest rates (Q2018551) (← links)
- Scaling limits for super-replication with transient price impact (Q2174997) (← links)
- An infinite-dimensional model of liquidity in financial markets (Q2241898) (← links)
- Optimal execution cost for liquidation through a limit order market (Q2797874) (← links)
- Predicting Equity Liquidity (Q3114771) (← links)
- Price impact and bursts in liquidity provision (Q4554485) (← links)
- Liquidity effects of trading frequency (Q4581291) (← links)
- Liquidity commonality does not imply liquidity resilience commonality: a functional characterisation for ultra-high frequency cross-sectional LOB data (Q4683065) (← links)
- Optimal Investment with Transient Price Impact (Q4971979) (← links)
- HEDGING OF AMERICAN OPTIONS IN ILLIQUID MARKETS WITH PRICE IMPACTS (Q5066293) (← links)
- Price manipulation in a market impact model with dark pool (Q5373912) (← links)
- Liquidity in competitive dealer markets (Q6054365) (← links)
- Optimal investment, derivative demand, and arbitrage under price impact (Q6078431) (← links)
- Asymptotics for small nonlinear price impact: A PDE approach to the multidimensional case (Q6078432) (← links)
- Approximation and comparison of the empirical liquidity cost function for various futures contracts (Q6117560) (← links)