Pages that link to "Item:Q1941201"
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The following pages link to Optimal execution with weighted impact functions: a quadratic programming approach (Q1941201):
Displaying 5 items.
- Mean-variance optimal trading problem subject to stochastic dominance constraints with second order autoregressive price dynamics (Q2408894) (← links)
- Efficient trading frontier: a shortage function approach (Q2926476) (← links)
- Applying regression techniques in designing optimal trade execution strategy for an asset (Q5070610) (← links)
- Portfolio choice with small temporary and transient price impact (Q5204851) (← links)
- Optimal portfolio trading subject to stochastic dominance constraints under second‐order autoregressive price dynamics (Q6069774) (← links)
