Pages that link to "Item:Q684140"
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The following pages link to Portfolio optimization for a large investor under partial information and price impact (Q684140):
Displaying 5 items.
- Option pricing for a large trader with price impact and liquidity costs (Q1684699) (← links)
- Optimal reduction of public debt under partial observation of the economic growth (Q2211350) (← links)
- Effective approximation methods for constrained utility maximization with drift uncertainty (Q2671440) (← links)
- Portfolio Optimization for a Large Investor Controlling Market Sentiment Under Partial Information (Q4968923) (← links)
- Nash equilibria for relative investors with (non)linear price impact (Q6594799) (← links)
