Pages that link to "Item:Q609848"
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The following pages link to Portfolio choice under transitory price impact (Q609848):
Displaying 7 items.
- Large traders and illiquid options: hedging vs. manipulation (Q658638) (← links)
- Optimal portfolio choice with wash sale constraints (Q658639) (← links)
- Optimal execution in high-frequency trading with Bayesian learning (Q1619842) (← links)
- Equilibrium theory of stock market crashes (Q1657461) (← links)
- Optimal mean-reversion strategy in the presence of bid-ask spread and delays in capital allocations (Q4619542) (← links)
- Liquidity premium in the presence of stock market crises and background risk (Q4682995) (← links)
- Slow-moving capital and stock returns (Q5139208) (← links)
