Optimal execution strategy of liquidation
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Publication:2494604
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- Liquidating illiquid collateral
- A sample-path approach to optimal position liquidation
- Optimal security liquidation algorithms
- The liquidity discount
- Research on optimal liquidation strategy based on supply curves
- scientific article; zbMATH DE number 5116809 (Why is no real title available?)
- Optimal timing for short covering of an illiquid security
- A dynamic decision model for the liquidation problem
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- Optimal liquidation of a call spread
- A liquidation risk adjustment for value at risk and expected shortfall
- Optimal portfolio liquidation with limit orders
- Risk premia and optimal liquidation of credit derivatives
- Optimal solution of the liquidation problem under execution and price impact risks
- Optimal liquidation in dark pools
- Optimal control strategy of institutional investor's execution cost
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- Optimal liquidation trajectories for the Almgren-Chriss model
- Optimal liquidation with dynamic parameter updating: a forward approach
- Risk aversion and the dynamics of optimal liquidation strategies in illiquid markets
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