Optimal Trade Execution for Time-Inconsistent Mean-Variance Criteria and Risk Functions (Q3456837): Difference between revisions
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Revision as of 12:20, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Trade Execution for Time-Inconsistent Mean-Variance Criteria and Risk Functions |
scientific article |
Statements
Optimal Trade Execution for Time-Inconsistent Mean-Variance Criteria and Risk Functions (English)
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9 December 2015
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optimal trade execution
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time-inconsistent optimization
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mean-variance optimization
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liquidation proceeds
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continuous reoptimization
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