Trading with the crowd (Q6146670): Difference between revisions

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+W4365148600
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+Existence, uniqueness and stability of backward stochastic differential equations with locally monotone coefficient
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+Co-impact: crowding effects in institutional trading activity
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+Overlapping portfolios, contagion, and financial stability
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+Mean field game of controls and an application to trade crowding
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+Probabilistic Theory of Mean Field Games with Applications I
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+Mean field games with common noise
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+Normal rank
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+Mean‐field games with differing beliefs for algorithmic trading
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+HERD BEHAVIOR AND AGGREGATE FLUCTUATIONS IN FINANCIAL MARKETS
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+RUNNING FOR THE EXIT: DISTRESSED SELLING AND ENDOGENOUS CORRELATION IN FINANCIAL MARKETS
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+FIRE SALES FORENSICS: MEASURING ENDOGENOUS RISK
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+Normal rank
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+An FBSDE approach to market impact games with stochastic parameters
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+A Mean Field Game of Optimal Portfolio Liquidation
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+Mean-Field Game Strategies for Optimal Execution
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+Mean field games
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+Incorporating signals into optimal trading
@@ Property / cites work: Incorporating signals into optimal trading / rank @@
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+Optimal Signal-Adaptive Trading with Temporary and Transient Price Impact
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+A Market Impact Game Under Transient Price Impact
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+High-Frequency Limit of Nash Equilibria in a Market Impact Game with Transient Price Impact
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+Publication:6146670