OPTIMAL TRADE EXECUTION UNDER GEOMETRIC BROWNIAN MOTION IN THE ALMGREN AND CHRISS FRAMEWORK (Q3006607): Difference between revisions

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+Optimal execution with nonlinear impact functions and trading-enhanced risk
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+Q3774499
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+Coherent Measures of Risk
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+Stochastic Finance
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+No-dynamic-arbitrage and market impact
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+Risk aversion and the dynamics of optimal liquidation strategies in illiquid markets
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+Optimal Basket Liquidation for CARA Investors is Deterministic
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