Pages that link to "Item:Q628657"
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The following pages link to A note on the dynamic liquidity trading problem with a mean-variance objective (Q628657):
Displaying 3 items.
- Stochastic control for optimal execution: fast approximation solution scheme under nested mean-semi deviation and conditional value at risk (Q1706677) (← links)
- Convex relaxations and MIQCQP reformulations for a class of cardinality-constrained portfolio selection problems (Q2393069) (← links)
- Mean-variance optimal trading problem subject to stochastic dominance constraints with second order autoregressive price dynamics (Q2408894) (← links)
