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

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+Optimal Impulse Control of Portfolios
@@ Property / cites work: Optimal Impulse Control of Portfolios / rank @@
+Normal rank
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+Numerical analysis of a free-boundary singular control problem in financial economics
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+Continuous Auctions and Insider Trading
@@ Property / cites work: Continuous Auctions and Insider Trading / rank @@
+Normal rank
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+Optimum consumption and portfolio rules in a continuous-time model
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+OPTIMAL PORTFOLIO MANAGEMENT WITH FIXED TRANSACTION COSTS
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+Optimal investment and consumption with transaction costs
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+The Liquidity Discount
@@ Property / cites work: The Liquidity Discount / rank @@
+Normal rank