Pages that link to "Item:Q3117328"
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The following pages link to Optimal Portfolio Liquidation with Distress Risk (Q3117328):
Displaying 17 items.
- Optimal portfolio liquidation with additional information (Q253110) (← links)
- Optimal deleveraging with nonlinear temporary price impact (Q319326) (← links)
- Optimal trade execution under endogenous pressure to liquidate: theory and numerical solutions (Q1681457) (← links)
- An adaptive Lagrangian algorithm for optimal portfolio deleveraging with cross-impact (Q1697674) (← links)
- Managing liquidity with portfolio staleness (Q2044821) (← links)
- Optimal portfolio deleveraging under market impact and margin restrictions (Q2240011) (← links)
- Liquidating illiquid collateral (Q2434347) (← links)
- Liquidity risk and instabilities in portfolio optimization (Q2816955) (← links)
- Running for the exit: distressed selling and endogenous correlation in financial markets (Q2851561) (← links)
- Optimal hedge fund portfolios under liquidation risk (Q2994854) (← links)
- OPTIMAL LIQUIDATION OF DERIVATIVE PORTFOLIOS (Q3008482) (← links)
- (Q3415779) (← links)
- Cross-Sectional Variation of Intraday Liquidity, Cross-Impact, and Their Effect on Portfolio Execution (Q5080647) (← links)
- New insights and augmented Lagrangian algorithm for optimal portfolio liquidation with market impact (Q6056327) (← links)
- Effective algorithms for separable nonconvex quadratic programming with one quadratic and box constraints (Q6166654) (← links)
- Effective algorithms for optimal portfolio deleveraging problem with cross impact (Q6178391) (← links)
- A Stackelberg order execution game (Q6549606) (← links)