What if we knew what the future brings? Optimal investment for a frontrunner with price impact (Q2156348): Difference between revisions

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+A monetary value for initial information in portfolio optimization
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+Additional logarithmic utility of an insider
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+Optimal portfolio liquidation with additional information
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+The Shannon information of filtrations and the additional logarithmic utility of insiders
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+INSIDER TRADING WITH TEMPORARY PRICE IMPACT
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