OPTIMAL LIQUIDATION IN A LIMIT ORDER BOOK FOR A RISK-AVERSE INVESTOR (Q2927947): Difference between revisions

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+Optimal execution strategies in limit order books with general shape functions
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+Optimal Trade Execution and Absence of Price Manipulations in Limit Order Book Models
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+Order Book Resilience, Price Manipulation, and the Positive Portfolio Problem
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+Optimal execution with nonlinear impact functions and trading-enhanced risk
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+Hedging and Portfolio Optimization in Financial Markets with a Large Trader
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+Liquidity risk and arbitrage pricing theory
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+Q4032143
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+No-dynamic-arbitrage and market impact
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+Price Manipulation and Quasi-Arbitrage
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+Optimal Execution in a General One-Sided Limit-Order Book
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+Risk aversion and the dynamics of optimal liquidation strategies in illiquid markets
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+Optimal Basket Liquidation for CARA Investors is Deterministic
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