Pages that link to "Item:Q3456837"
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The following pages link to Optimal Trade Execution for Time-Inconsistent Mean-Variance Criteria and Risk Functions (Q3456837):
Displaying 13 items.
- A note on the dynamic liquidity trading problem with a mean-variance objective (Q628657) (← links)
- Risk aversion and the dynamics of optimal liquidation strategies in illiquid markets (Q964670) (← links)
- A guided tour of new results on ``trade execution in illiquid markets'' (Q977311) (← links)
- Incorporating signals into optimal trading (Q1739054) (← links)
- Optimal execution with price impact under cumulative prospect theory (Q2150064) (← links)
- An FBSDE approach to market impact games with stochastic parameters (Q2671645) (← links)
- OPTIMAL TRADE EXECUTION UNDER GEOMETRIC BROWNIAN MOTION IN THE ALMGREN AND CHRISS FRAMEWORK (Q3006607) (← links)
- Comparison Between the Mean-Variance Optimal and the Mean-Quadratic-Variation Optimal Trading Strategies (Q4584996) (← links)
- Time-inconsistent stopping, myopic adjustment and equilibrium stability: with a mean-variance application (Q4989143) (← links)
- Applying regression techniques in designing optimal trade execution strategy for an asset (Q5070610) (← links)
- Optimal Execution for Uncertain Market Impact: Derivation and Characterization of a Continuous-Time Value Function (Q5256601) (← links)
- OPTIMAL MEAN REVERSION TRADING WITH TRANSACTION COSTS AND STOP-LOSS EXIT (Q5256839) (← links)
- Optimal trade execution under price-sensitive risk preferences (Q5397469) (← links)
