Optimal Signal-Adaptive Trading with Temporary and Transient Price Impact (Q5080132): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Set OpenAlex properties. |
||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W3006879552 / rank | |||
Normal rank | |||
Latest revision as of 09:44, 30 July 2024
scientific article; zbMATH DE number 7533969
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Signal-Adaptive Trading with Temporary and Transient Price Impact |
scientific article; zbMATH DE number 7533969 |
Statements
Optimal Signal-Adaptive Trading with Temporary and Transient Price Impact (English)
0 references
31 May 2022
0 references
optimal portfolio liquidation
0 references
price impact
0 references
optimal stochastic control
0 references
predictive signal
0 references
0 references
