Pages that link to "Item:Q2889596"
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The following pages link to Mean–Variance Optimal Adaptive Execution (Q2889596):
Displaying 28 items.
- Liquidation with self-exciting price impact (Q253113) (← links)
- Optimal trade execution: a mean quadratic variation approach (Q318882) (← links)
- Optimal execution in high-frequency trading with Bayesian learning (Q1619842) (← links)
- Optimal trade execution under endogenous pressure to liquidate: theory and numerical solutions (Q1681457) (← 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)
- A class of optimal portfolio liquidation problems with a linear decreasing impact (Q1992659) (← links)
- Negative selection -- a new performance measure for automated order execution (Q2138207) (← links)
- Mean-variance optimal trading problem subject to stochastic dominance constraints with second order autoregressive price dynamics (Q2408894) (← links)
- Convergence of the embedded mean-variance optimal points with discrete sampling (Q2634609) (← links)
- Adaptive execution: exploration and learning of price impact (Q2795866) (← links)
- MARKET MAKING AND PORTFOLIO LIQUIDATION UNDER UNCERTAINTY (Q3191840) (← links)
- Optimal Trade Execution for Time-Inconsistent Mean-Variance Criteria and Risk Functions (Q3456837) (← links)
- Optimal Execution with Dynamic Order Flow Imbalance (Q3456840) (← links)
- Optimal Liquidation in a Level-I Limit Order Book for Large-Tick Stocks (Q4553793) (← links)
- Optimal execution with uncertain order fills in Almgren–Chriss framework (Q4555058) (← links)
- Comparison Between the Mean-Variance Optimal and the Mean-Quadratic-Variation Optimal Trading Strategies (Q4584996) (← links)
- Modelling Asset Prices for Algorithmic and High-Frequency Trading (Q4585000) (← links)
- Optimal Trade Execution Under Stochastic Volatility and Liquidity (Q4586036) (← links)
- Optimal Execution and Block Trade Pricing: A General Framework (Q4682484) (← links)
- Market making with minimum resting times (Q5234322) (← links)
- A Pre-Trade Algorithmic Trading Model Under Given Volume Measures and Generic Price Dynamics (Q5245054) (← links)
- GENERAL INTENSITY SHAPES IN OPTIMAL LIQUIDATION (Q5262510) (← links)
- OPTIMAL EXECUTION HORIZON (Q5262523) (← links)
- A STATE‐CONSTRAINED DIFFERENTIAL GAME ARISING IN OPTIMAL PORTFOLIO LIQUIDATION (Q5283403) (← links)
- Double-Execution Strategies Using Path Signatures (Q5872884) (← links)
- A discrete-time optimal execution problem with market prices subject to random environments (Q6081612) (← links)
- Optimal Execution with Quadratic Variation Inventories (Q6169622) (← links)