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What if we knew what the future brings? Optimal investment for a frontrunner with price impact - MaRDI portal

What if we knew what the future brings? Optimal investment for a frontrunner with price impact (Q2156348)

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What if we knew what the future brings? Optimal investment for a frontrunner with price impact
scientific article

    Statements

    title
    What if we knew what the future brings? Optimal investment for a frontrunner with price impact (English)
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    author
    Peter Bank
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    Yan Dolinsky
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    Miklós Rásonyi
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    publication date
    18 July 2022
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    zbMATH Keywords
    Gaussian Volterra integral equation
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    inside information
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    price impact
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    exponential utility
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    optimal investment
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    cites work
    Q5332396
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    Q3136462
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    Q4114574
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    Identifiers

    zbMATH DE Number
    7558451
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    OpenAlex ID
    W4286632104
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    arXiv ID
    2108.04291
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