Single asset optimal trading strategies with stochastic dominance constraints (Q338920)
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scientific article; zbMATH DE number 6648458
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| default for all languages | No label defined |
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| English | Single asset optimal trading strategies with stochastic dominance constraints |
scientific article; zbMATH DE number 6648458 |
Statements
Single asset optimal trading strategies with stochastic dominance constraints (English)
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7 November 2016
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optimal trading strategy
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second-order stochastic dominance
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market impact
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risk aversion
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0.8452650904655457
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0.8361682891845703
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0.7945917248725891
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0.7773112654685974
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0.7763583660125732
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