Pages that link to "Item:Q2480246"
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The following pages link to A sample-path approach to optimal position liquidation (Q2480246):
Displaying 4 items.
- VaR optimal portfolio with transaction costs (Q427038) (← links)
- Arbitrage and deflators in illiquid markets (Q483698) (← links)
- Portfolio optimization by minimizing conditional value-at-risk via nondifferentiable optimization (Q989841) (← links)
- Strategic foreign reserves risk management: Analytical framework (Q2480240) (← links)
