Optimal Trade Execution for Time-Inconsistent Mean-Variance Criteria and Risk Functions (Q3456837)
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scientific article; zbMATH DE number 6518534
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| English | Optimal Trade Execution for Time-Inconsistent Mean-Variance Criteria and Risk Functions |
scientific article; zbMATH DE number 6518534 |
Statements
Optimal Trade Execution for Time-Inconsistent Mean-Variance Criteria and Risk Functions (English)
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9 December 2015
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optimal trade execution
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time-inconsistent optimization
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mean-variance optimization
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liquidation proceeds
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continuous reoptimization
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0.9204542
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0.9197168
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0.91854775
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0.9108878
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0.8905383
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0.88967144
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0.8894241
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0.8870853
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0.8866471
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