Pages that link to "Item:Q3121384"
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The following pages link to VWAP execution as an optimal strategy (Q3121384):
Displaying 4 items.
- A tail measure with variable risk tolerance: application in dynamic portfolio insurance strategy (Q2152243) (← 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)
- A simple microstructural explanation of the concavity of price impact (Q6054404) (← links)
