scientific article; zbMATH DE number 5116809

MaRDI QIDQ3415779zbMATH OpenFDO

Authors Hailong Liu, Chong Feng Wu, Liming Zhong

Publication date 19 January 2007

Full work available at URL http://www.ici.ro/camo/journal/v4n1.htm

Mathematics Subject Classification ID

Portfolio theory (91G10)

Recommendations

• Optimal liquidation strategies and their implications
• Optimal execution strategy of liquidation
• Optimal investment problem for an open-end fund with dynamic flows
• Optimal hedge fund portfolios under liquidation risk
• Optimal portfolio liquidation with additional information
• Optimal Liquidation by a Large Investor
• OPTIMAL LIQUIDATION OF DERIVATIVE PORTFOLIOS
• Optimal Portfolio Liquidation with Distress Risk
• Illiquidity, position limits, and optimal investment for mutual funds
• Efficient frontier and optimal strategies of mutual funds

Cited in

(2)

• scientific article; zbMATH DE number 6494025 (Why is no real title available?)
• Predicting large amounts of accrued payables to redeem open-end funds

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