The following pages link to Predicting Equity Liquidity (Q3114771):
Displayed 7 items.
- Dynamic portfolio choice with frictions (Q308647) (← links)
- Portfolio choice under transitory price impact (Q609848) (← links)
- The impact of illiquidity on the asset management of insurance companies (Q938026) (← links)
- Optimal trade execution under endogenous pressure to liquidate: theory and numerical solutions (Q1681457) (← links)
- Dynamic portfolio choice with return predictability and transaction costs (Q1999643) (← links)
- OPTION PRICING WITH FEEDBACK EFFECTS (Q4653573) (← links)
- OPTIMAL EXECUTION HORIZON (Q5262523) (← links)