Multivariate Transient Price Impact and Matrix-Valued Positive Definite Functions (Q3186536)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multivariate Transient Price Impact and Matrix-Valued Positive Definite Functions |
scientific article |
Statements
Multivariate Transient Price Impact and Matrix-Valued Positive Definite Functions (English)
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10 August 2016
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matrix-valued positive definite functions
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multivariate price impact
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optimal trade execution
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optimal portfolio liquidation
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