An adaptive Lagrangian algorithm for optimal portfolio deleveraging with cross-impact (Q1697674)
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scientific article; zbMATH DE number 6841245
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An adaptive Lagrangian algorithm for optimal portfolio deleveraging with cross-impact |
scientific article; zbMATH DE number 6841245 |
Statements
An adaptive Lagrangian algorithm for optimal portfolio deleveraging with cross-impact (English)
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20 February 2018
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adaptive Lagrangian algorithm
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deleveraging
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price cross-impact
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