A dynamic decision model for the liquidation problem

zbMATH Open1150.91378MaRDI QIDQ3500516FDOQ3500516

Authors: Guibin Lu 

Publication date: 3 June 2008

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zbMATH Keywords

liquiditydynamic decisionliquidation problem of a capital asset

Mathematics Subject Classification ID

Portfolio theory (91G10)

Cited In (2)

• Optimal liquidation with dynamic parameter updating: a forward approach
• Prospect theory and liquidation decisions

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