Optimal Signal-Adaptive Trading with Temporary and Transient Price Impact (Q5080132)
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scientific article; zbMATH DE number 7533969
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Optimal Signal-Adaptive Trading with Temporary and Transient Price Impact |
scientific article; zbMATH DE number 7533969 |
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Optimal Signal-Adaptive Trading with Temporary and Transient Price Impact (English)
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31 May 2022
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optimal portfolio liquidation
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price impact
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optimal stochastic control
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predictive signal
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0.92996824
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0.8716846
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0.86952114
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0.8633216
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0.85906005
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0.8528267
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0.8500369
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0.8426906
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