Pages that link to "Item:Q2889596"

The following pages link to Mean–Variance Optimal Adaptive Execution (Q2889596):

Displaying 21 items.

• Liquidation with self-exciting price impact (Q253113) (← links)
• Optimal trade execution: a mean quadratic variation approach (Q318882) (← links)
• Optimal execution in high-frequency trading with Bayesian learning (Q1619842) (← links)
• Optimal trade execution under endogenous pressure to liquidate: theory and numerical solutions (Q1681457) (← links)
• Stochastic control for optimal execution: fast approximation solution scheme under nested mean-semi deviation and conditional value at risk (Q1706677) (← links)
• A trade execution model under a composite dynamic coherent risk measure (Q1785321) (← links)
• A class of optimal portfolio liquidation problems with a linear decreasing impact (Q1992659) (← links)
• Convergence of the embedded mean-variance optimal points with discrete sampling (Q2634609) (← 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)
• Optimal Liquidation in a Level-I Limit Order Book for Large-Tick Stocks (Q4553793) (← links)
• Optimal execution with uncertain order fills in Almgren–Chriss framework (Q4555058) (← links)
• Comparison Between the Mean-Variance Optimal and the Mean-Quadratic-Variation Optimal Trading Strategies (Q4584996) (← links)
• Modelling Asset Prices for Algorithmic and High-Frequency Trading (Q4585000) (← links)
• Optimal Trade Execution Under Stochastic Volatility and Liquidity (Q4586036) (← links)
• Optimal Execution and Block Trade Pricing: A General Framework (Q4682484) (← links)
• Market making with minimum resting times (Q5234322) (← links)
• GENERAL INTENSITY SHAPES IN OPTIMAL LIQUIDATION (Q5262510) (← links)
• A STATE‐CONSTRAINED DIFFERENTIAL GAME ARISING IN OPTIMAL PORTFOLIO LIQUIDATION (Q5283403) (← links)
• A discrete-time optimal execution problem with market prices subject to random environments (Q6081612) (← links)