Pages that link to "Item:Q4449551"
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The following pages link to Optimal execution with nonlinear impact functions and trading-enhanced risk (Q4449551):
Displayed 50 items.
- A model for optimal execution of atomic orders (Q975353) (← links)
- A guided tour of new results on ``trade execution in illiquid markets'' (Q977311) (← links)
- Toy models and stylized realities (Q978851) (← links)
- Regularity properties in a state-constrained expected utility maximization problem (Q1616834) (← links)
- Explicit solution for constrained optimal execution problem with general correlated market depth (Q1655928) (← links)
- Optimal order display in limit order markets with liquidity competition (Q1657500) (← links)
- Option pricing for a large trader with price impact and liquidity costs (Q1684699) (← links)
- A trade execution model under a composite dynamic coherent risk measure (Q1785321) (← links)
- Curve following in illiquid markets (Q1932555) (← links)
- Optimal execution with weighted impact functions: a quadratic programming approach (Q1941201) (← links)
- Scaling limits of processes with fast nonlinear mean reversion (Q1986011) (← links)
- A class of optimal portfolio liquidation problems with a linear decreasing impact (Q1992659) (← links)
- On the minimizers of energy forms with completely monotone kernel (Q2019989) (← links)
- Optimal dynamic mean-variance portfolio subject to proportional transaction costs and no-shorting constraint (Q2059371) (← links)
- Optimal execution with stochastic delay (Q2111242) (← links)
- Generalized optimal liquidation problems across multiple trading venues (Q2165772) (← links)
- Trading with small nonlinear price impact (Q2192738) (← links)
- Discrete homotopy analysis for optimal trading execution with nonlinear transient market impact (Q2200233) (← links)
- A class of optimal liquidation problem with a nonlinear temporary market impact (Q2217828) (← links)
- Regularized stochastic dual dynamic programming for convex nonlinear optimization problems (Q2218885) (← links)
- Optimal portfolio deleveraging under market impact and margin restrictions (Q2240011) (← links)
- Optimal liquidation problem in illiquid markets (Q2242363) (← links)
- Stylized algorithmic trading: satisfying the predictive near-term demand of liquidity (Q2288912) (← links)
- A sample-path approach to optimal position liquidation (Q2480246) (← links)
- Optimal security liquidation algorithms (Q2574056) (← links)
- An FBSDE approach to market impact games with stochastic parameters (Q2671645) (← links)
- Learning about latent dynamic trading demand (Q2675363) (← links)
- Price impact in Nash equilibria (Q2697496) (← links)
- Statistical characteristics of price impact in high-frequency trading (Q2699613) (← links)
- ALGORITHMIC TRADING WITH LEARNING (Q2814668) (← links)
- A Closed-Form Execution Strategy to Target Volume Weighted Average Price (Q2832615) (← links)
- RESILIENT PRICE IMPACT OF TRADING AND THE COST OF ILLIQUIDITY (Q2862513) (← links)
- Optimal execution strategy in the presence of permanent price impact and fixed transaction cost (Q2864791) (← links)
- How efficiency shapes market impact (Q2871427) (← links)
- Mean–Variance Optimal Adaptive Execution (Q2889596) (← links)
- LIQUIDATION IN LIMIT ORDER BOOKS WITH CONTROLLED INTENSITY (Q2927944) (← links)
- OPTIMAL TRADE EXECUTION AND PRICE MANIPULATION IN ORDER BOOKS WITH TIME-VARYING LIQUIDITY (Q2927946) (← links)
- OPTIMAL LIQUIDATION IN A LIMIT ORDER BOOK FOR A RISK-AVERSE INVESTOR (Q2927947) (← links)
- OPTIMAL TRADE EXECUTION UNDER GEOMETRIC BROWNIAN MOTION IN THE ALMGREN AND CHRISS FRAMEWORK (Q3006607) (← links)
- OPTIMAL LIQUIDATION OF DERIVATIVE PORTFOLIOS (Q3008482) (← links)
- Optimal Execution in a Market with Small Investors (Q3063873) (← links)
- Optimal Basket Liquidation for CARA Investors is Deterministic (Q3063877) (← links)
- On derivatives with illiquid underlying and market manipulation (Q3088325) (← links)
- OPTIMAL TRADE EXECUTION IN ILLIQUID MARKETS (Q3100751) (← links)
- THE COST OF ILLIQUIDITY AND ITS EFFECTS ON HEDGING (Q3161737) (← links)
- MARKET MAKING AND PORTFOLIO LIQUIDATION UNDER UNCERTAINTY (Q3191840) (← links)
- Optimal Trade Execution for Time-Inconsistent Mean-Variance Criteria and Risk Functions (Q3456837) (← links)
- Optimal Execution with Dynamic Order Flow Imbalance (Q3456840) (← links)
- A NONPARAMETRIC ESTIMATOR FOR THE COVARIANCE FUNCTION OF FUNCTIONAL DATA (Q3465607) (← links)
- Optimal Liquidation in a Level-I Limit Order Book for Large-Tick Stocks (Q4553793) (← links)