Pages that link to "Item:Q2940762"
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The following pages link to Dynamic Portfolio Execution and Information Relaxations (Q2940762):
Displayed 3 items.
- Stochastic switching for partially observable dynamics and optimal asset allocation (Q2978077) (← links)
- Optimal execution with uncertain order fills in Almgren–Chriss framework (Q4555058) (← links)
- Cross-Sectional Variation of Intraday Liquidity, Cross-Impact, and Their Effect on Portfolio Execution (Q5080647) (← links)