A market model with medium/long-term effects due to an insider (Q5746774): Difference between revisions

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+Arturo Kohatsu-Higa
@@ Property / author: Arturo Kohatsu-Higa / rank @@
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+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1080/14697688.2012.695084
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@@ Property / OpenAlex ID @@
+W2095789034
@@ Property / OpenAlex ID: W2095789034 / rank @@
+Normal rank
@@ Property / cites work @@
+Additional utility of insiders with imperfect dynamical information
+Normal rank
@@ Property / cites work @@
+Optimal consumption choices for a `large' investor
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@@ Property / cites work @@
+FINANCIAL MARKET MODEL WITH INFLUENTIAL INFORMED INVESTORS
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@@ Property / cites work @@
+Random times at which insiders can have free lunches
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@@ Property / cites work @@
+Free lunch and arbitrage possibilities in a financial market model with an insider.
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@@ Property / cites work @@
+Q4002114
@@ Property / cites work: Q4002114 / rank @@
+Normal rank
@@ Property / cites work @@
+A model of optimal portfolio selection under liquidity risk and price impact
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@@ Property / cites work @@
+Hedging and Portfolio Optimization in Financial Markets with a Large Trader
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@@ Property / cites work @@
+Hedging options for a large investor and forward-backward SDE's
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@@ Property / cites work @@
+Market Volatility and Feedback Effects from Dynamic Hedging
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@@ Property / cites work @@
+Malliavin's Calculus in Insider Models: Additional Utility and Free Lunches
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@@ Property / cites work @@
+Semi-martingales et grossissement d'une filtration
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@@ Property / cites work @@
+Anticipative portfolio optimization
@@ Property / cites work: Anticipative portfolio optimization / rank @@
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@@ Property / cites work @@
+UTILITY MAXIMIZATION IN AN INSIDER INFLUENCED MARKET
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@@ links / mardi / name / links / mardi / name @@
+Publication:5746774