Dynamic trading policies with price impact (Q953780): Difference between revisions

@@ Property / DOI @@
-.1016/j.jedc.2004.03.005
@@ Property / DOI: 10.1016/j.jedc.2004.03.005 / rank @@
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@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.jedc.2004.03.005
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@@ Property / OpenAlex ID @@
+W3125210341
@@ Property / OpenAlex ID: W3125210341 / rank @@
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@@ Property / cites work @@
+Optimal Impulse Control of Portfolios
@@ Property / cites work: Optimal Impulse Control of Portfolios / rank @@
+Normal rank
@@ Property / cites work @@
+Numerical analysis of a free-boundary singular control problem in financial economics
+Normal rank
@@ Property / cites work @@
+Continuous Auctions and Insider Trading
@@ Property / cites work: Continuous Auctions and Insider Trading / rank @@
+Normal rank
@@ Property / cites work @@
+Optimum consumption and portfolio rules in a continuous-time model
+Normal rank
@@ Property / cites work @@
+OPTIMAL PORTFOLIO MANAGEMENT WITH FIXED TRANSACTION COSTS
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@@ Property / cites work @@
+Optimal investment and consumption with transaction costs
+Normal rank
@@ Property / cites work @@
+The Liquidity Discount
@@ Property / cites work: The Liquidity Discount / rank @@
+Normal rank
@@ Property / DOI @@
+.1016/J.JEDC.2004.03.005
@@ Property / DOI: 10.1016/J.JEDC.2004.03.005 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:953780