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Optimal security liquidation algorithms - MaRDI portal

Optimal security liquidation algorithms (Q2574056)

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Optimal security liquidation algorithms
scientific article

    Statements

    title
    Optimal security liquidation algorithms (English)
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    author
    Sergiy I. Butenko
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    A. N. Golodnikov
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    Stanislav P. Uryasev
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    publication date
    16 November 2005
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    zbMATH Keywords
    optimal trading strategy
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    stochastic programming
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    dynamic programming
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    linear programming
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    conditional value-at-risk
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    Identifiers

    Mathematics Subject Classification ID
    90C15
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    90C39
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    90C05
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    zbMATH DE Number
    2229862
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    OpenAlex ID
    W2074857827
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    Wikidata QID
    Q115147132
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