Optimal Trade Execution for Time-Inconsistent Mean-Variance Criteria and Risk Functions (Q3456837): Difference between revisions

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Latest revision as of 10:40, 30 July 2024

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Optimal Trade Execution for Time-Inconsistent Mean-Variance Criteria and Risk Functions
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    Optimal Trade Execution for Time-Inconsistent Mean-Variance Criteria and Risk Functions (English)
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    9 December 2015
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    optimal trade execution
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    time-inconsistent optimization
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    mean-variance optimization
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    liquidation proceeds
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    continuous reoptimization
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