Trading against disorderly liquidation of a large position under asymmetric information and market impact (Q4606384)
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scientific article; zbMATH DE number 6847881
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| English | Trading against disorderly liquidation of a large position under asymmetric information and market impact |
scientific article; zbMATH DE number 6847881 |
Statements
Trading against disorderly liquidation of a large position under asymmetric information and market impact (English)
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7 March 2018
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disorderly liquidation
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asymmetric information
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market impact
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portfolio optimization
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optimal trading
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0.8244590163230896
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0.8017685413360596
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0.7964749336242676
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0.7925553917884827
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0.7913326025009155
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