Stock repurchase with an adaptive reservation price: a study of the greedy policy

DOI10.1016/J.ORL.2010.11.006zbMath1208.91155OpenAlexW1977482370MaRDI QIDQ631204

Asuman Ozdaglar, David Simchi-Levi, Ye Lu

Publication date: 22 March 2011

Published in: Operations Research Letters (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/1721.1/101735

zbMATH Keywords

dynamic programmingreservation pricestock repurchase

Mathematics Subject Classification ID

Management decision making, including multiple objectives (90B50) Dynamic programming (90C39) Corporate finance (dividends, real options, etc.) (91G50)

Cites Work

• Optimal Basket Liquidation for CARA Investors is Deterministic
• Optimal Liquidity Trading*
• Optimal Trade Execution and Absence of Price Manipulations in Limit Order Book Models
• Optimal execution with nonlinear impact functions and trading-enhanced risk
• Optimal execution strategies in limit order books with general shape functions
• Unnamed Item

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