Pages that link to "Item:Q3586151"
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The following pages link to Optimal Portfolio Execution Strategies and Sensitivity to Price Impact Parameters (Q3586151):
Displaying 8 items.
- Smoothing and parametric rules for stochastic mean-CVaR optimal execution strategy (Q285995) (← links)
- Optimal trading of algorithmic orders in a liquidity fragmented market place (Q492830) (← links)
- A note on the dynamic liquidity trading problem with a mean-variance objective (Q628657) (← links)
- Regularized stochastic dual dynamic programming for convex nonlinear optimization problems (Q2218885) (← links)
- Regularized robust optimization: the optimal portfolio execution case (Q2376119) (← links)
- Smooth investment (Q2397785) (← links)
- New insights and augmented Lagrangian algorithm for optimal portfolio liquidation with market impact (Q6056327) (← links)
- Optimal portfolio trading subject to stochastic dominance constraints under second‐order autoregressive price dynamics (Q6069774) (← links)