Optimal portfolio deleveraging under market impact and margin restrictions (Q2240011)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal portfolio deleveraging under market impact and margin restrictions |
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Optimal portfolio deleveraging under market impact and margin restrictions (English)
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5 November 2021
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finance
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optimal portfolio deleveraging
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market impact of trading
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Lagrangian dual optimization
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indefinite quadratic programming
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