Dynamic trading volume

DOI10.1111/MAFI.12099MaRDI QIDQ6497100

Paolo Guasoni, Marko H. Weber

Publication date: 6 May 2024

Published in: Mathematical Finance (Search for Journal in Brave)

zbMATH Keywords

portfolio choiceliquiditytrading volumelong-run

Mathematics Subject Classification ID

Actuarial science and mathematical finance (91Gxx)

Related Items (1)

Dynamic mean-variance problem with frictions

Cites Work

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• Optimal Liquidity Trading*
• Continuous Auctions and Insider Trading
• An equilibrium characterization of the term structure
• Stock Price Distributions with Stochastic Volatility: An Analytic Approach
• Portfolio Selection with Transaction Costs

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