A trade execution model under a composite dynamic coherent risk measure (Q1785321)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A trade execution model under a composite dynamic coherent risk measure |
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A trade execution model under a composite dynamic coherent risk measure (English)
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28 September 2018
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dynamic coherent risk measures
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trade execution
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risk-averse Markov decision process
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