Pages that link to "Item:Q1932532"
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The following pages link to Optimal portfolios of a small investor in a limit order market: a shadow price approach (Q1932532):
Displaying 13 items.
- On the existence of shadow prices (Q377456) (← links)
- On using shadow prices in portfolio optimization with transaction costs (Q990383) (← links)
- Markets with random lifetimes and private values: mean reversion and option to trade (Q2343114) (← links)
- Optimal liquidity provision (Q2348293) (← links)
- Continuous time trading of a small investor in a limit order market (Q2444632) (← links)
- Optimal investment in an illiquid market with search frictions and transaction costs (Q2701076) (← links)
- Asymptotics and duality for the Davis and Norman problem (Q3145080) (← links)
- Almost Surely Optimal Portfolios Under Proportional Transaction Costs (Q4976506) (← links)
- (Q5066183) (← links)
- OPTIMAL HIGH‐FREQUENCY TRADING IN A PRO RATA MICROSTRUCTURE WITH PREDICTIVE INFORMATION (Q5262513) (← links)
- Optimal high-frequency trading with limit and market orders (Q5746744) (← links)
- Recent advances in reinforcement learning in finance (Q6146668) (← links)
- A Leland model for delta hedging in central risk books (Q6146669) (← links)
