Single asset optimal trading strategies with stochastic dominance constraints (Q338920)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Single asset optimal trading strategies with stochastic dominance constraints |
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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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