Pages that link to "Item:Q5204851"
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The following pages link to Portfolio choice with small temporary and transient price impact (Q5204851):
Displaying 17 items.
- Dynamic portfolio choice with frictions (Q308647) (← links)
- Optimal portfolio selection under concave price impact (Q360368) (← links)
- Portfolio choice under transitory price impact (Q609848) (← links)
- Rebalancing multiple assets with mutual price impact (Q1626513) (← links)
- Merton's portfolio problem including market frictions: a closed-form formula supporting the shadow price approach (Q1719648) (← links)
- Dynamic mean-variance problem with frictions (Q2120542) (← links)
- Machine learning approximation algorithms for high-dimensional fully nonlinear partial differential equations and second-order backward stochastic differential equations (Q2327815) (← links)
- Optimal Investment with Transient Price Impact (Q4971979) (← links)
- How to build a cross-impact model from first principles: theoretical requirements and empirical results (Q5079390) (← links)
- Optimal Signal-Adaptive Trading with Temporary and Transient Price Impact (Q5080132) (← links)
- Optimal Execution: A Review (Q5879357) (← links)
- Asset pricing with general transaction costs: Theory and numerics (Q6054360) (← links)
- Utility‐based pricing and hedging of contingent claims in Almgren‐Chriss model with temporary price impact (Q6054406) (← links)
- Asymptotics for small nonlinear price impact: A PDE approach to the multidimensional case (Q6078432) (← links)
- Dynamic trading with Markov liquidity switching (Q6165331) (← links)
- Dynamic asset-liability management with frictions (Q6171945) (← links)
- When is cross impact relevant? (Q6546318) (← links)
