scientific article; zbMATH DE number 1066452
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Publication:4357645
zbMATH Open0885.90018MaRDI QIDQ4357645FDOQ4357645
Publication date: 25 September 1997
Title of this publication is not available (Why is that?)
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Cited In (25)
- CONIC TRADING IN A MARKOVIAN STEADY STATE
- Title not available (Why is that?)
- An optimal trading rule of a mean-reverting asset
- OPTIMAL EXECUTION HORIZON
- Improved approximation to first-best gains-from-trade
- Proportional reinsurance and investment in multiple risky assets under borrowing constraint
- Optimal trading of a security when there are taxes and transaction costs
- Optimal consumption and investment under partial information
- Satisfying convex risk limits by trading
- Utility maximization with convex constraints and partial information
- Admissible Trading Strategies Under Transaction Costs
- Optimal trading with transaction costs and short-term predictability
- Title not available (Why is that?)
- Limits of semistatic trading strategies
- Maximizing survival, growth and goal reaching under borrowing constraints
- Optimal portfolio in partially observed stochastic volatility models.
- Near-optimal asset allocation in financial markets with trading constraints
- Alternation Trading Proofs and Their Limitations
- Maximal trades
- Trading Constraints in Continuous-Time Kyle Models
- Optimal initial coin offering under speculative token trading
- Minimizing the lifetime ruin under borrowing and short-selling constraints
- Optimal trading of stock options under alternative strategy
- Optimal dynamic basis trading
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