A dynamic decision model for the liquidation problem

MaRDI QIDQ3500516zbMATH OpenFDO

Authors Guibin Lu

Publication date 3 June 2008

zbMATH Keywords

liquiditydynamic decisionliquidation problem of a capital asset

Mathematics Subject Classification ID

Portfolio theory (91G10)

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Cited in

(2)

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

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