THE COST OF ILLIQUIDITY AND ITS EFFECTS ON HEDGING (Q3161737): Difference between revisions

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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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+MODELING LIQUIDITY EFFECTS IN DISCRETE TIME
@@ Property / cites work: MODELING LIQUIDITY EFFECTS IN DISCRETE TIME / rank @@
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+Portfolio Selection with Transaction Costs
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+Perfect option hedging for a large trader
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+Market Volatility and Feedback Effects from Dynamic Hedging
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+Large Investors, takeovers, and the rule of law
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+Optimal Liquidity Trading*
@@ Property / cites work: Optimal Liquidity Trading* / rank @@
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+Portfolio selection with transactions costs
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+General Black-Scholes models accounting for increased market volatility from hedging strategies
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+On Feedback Effects from Hedging Derivatives
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+The Feedback Effect of Hedging in Illiquid Markets
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