A note on the dynamic liquidity trading problem with a mean-variance objective (Q628657)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A note on the dynamic liquidity trading problem with a mean-variance objective |
scientific article; zbMATH DE number 5865260
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A note on the dynamic liquidity trading problem with a mean-variance objective |
scientific article; zbMATH DE number 5865260 |
Statements
A note on the dynamic liquidity trading problem with a mean-variance objective (English)
0 references
14 March 2011
0 references
dynamic programming
0 references
liquidity trading
0 references
price impacts
0 references
0 references
0 references
0 references
0.79714035987854
0 references
0.7801839113235474
0 references
0.7777257561683655
0 references
0.7759124636650085
0 references
0.7742048501968384
0 references
