Pages that link to "Item:Q3063877"

The following pages link to Optimal Basket Liquidation for CARA Investors is Deterministic (Q3063877):

Displaying 47 items.

• Optimal portfolio liquidation with additional information (Q253110) (← links)
• Adaptive basket liquidation (Q287672) (← links)
• Optimal trade execution: a mean quadratic variation approach (Q318882) (← links)
• Optimal deleveraging with nonlinear temporary price impact (Q319326) (← links)
• Optimal placement in a limit order book: an analytical approach (Q513747) (← links)
• Stock repurchase with an adaptive reservation price: a study of the greedy policy (Q631204) (← links)
• Optimal decision for selling an illiquid stock (Q658561) (← links)
• Smooth solutions to portfolio liquidation problems under price-sensitive market impact (Q681996) (← links)
• Risk aversion and the dynamics of optimal liquidation strategies in illiquid markets (Q964670) (← links)
• A guided tour of new results on ``trade execution in illiquid markets'' (Q977311) (← links)
• Regularity properties in a state-constrained expected utility maximization problem (Q1616834) (← links)
• Equilibrium returns with transaction costs (Q1650939) (← links)
• Financial markets with a large trader (Q1704151) (← links)
• Dynamic portfolio selection with market impact costs (Q1785239) (← links)
• A trade execution model under a composite dynamic coherent risk measure (Q1785321) (← links)
• A class of optimal portfolio liquidation problems with a linear decreasing impact (Q1992659) (← links)
• What if we knew what the future brings? Optimal investment for a frontrunner with price impact (Q2156348) (← links)
• Optimal portfolio deleveraging under market impact and margin restrictions (Q2240011) (← links)
• Multi-dimensional optimal trade execution under stochastic resilience (Q2274225) (← links)
• Optimal execution strategy in the presence of permanent price impact and fixed transaction cost (Q2864791) (← links)
• OPTIMAL LIQUIDATION IN A LIMIT ORDER BOOK FOR A RISK-AVERSE INVESTOR (Q2927947) (← links)
• OPTIMAL TRADE EXECUTION UNDER GEOMETRIC BROWNIAN MOTION IN THE ALMGREN AND CHRISS FRAMEWORK (Q3006607) (← links)
• Multivariate Transient Price Impact and Matrix-Valued Positive Definite Functions (Q3186536) (← links)
• Optimal Trade Execution for Time-Inconsistent Mean-Variance Criteria and Risk Functions (Q3456837) (← links)
• Reducing transaction costs with low-latency trading algorithms (Q4554514) (← links)
• Optimal Trade Execution Under Stochastic Volatility and Liquidity (Q4586036) (← links)
• Cross-impact and no-dynamic-arbitrage (Q4628040) (← links)
• OPTIMAL LIQUIDATION AND ADVERSE SELECTION IN DARK POOLS (Q4635037) (← links)
• Optimal Execution and Block Trade Pricing: A General Framework (Q4682484) (← links)
• Optimal Trade Execution in an Order Book Model with Stochastic Liquidity Parameters (Q4958393) (← links)
• Optimal Investment with Transient Price Impact (Q4971979) (← links)
• Multi-asset Optimal Execution and Statistical Arbitrage Strategies under Ornstein--Uhlenbeck Dynamics (Q5071495) (← links)
• Optimal solution of the liquidation problem under execution and price impact risks (Q5079391) (← links)
• Market making with minimum resting times (Q5234322) (← links)
• Finite horizon optimal execution with bounded rate of transaction (Q5243383) (← links)
• Optimal liquidation in dark pools (Q5245909) (← links)
• An Explicit Solution of a Nonlinear-Quadratic Constrained Stochastic Control Problem with Jumps: Optimal Liquidation in Dark Pools with Adverse Selection (Q5247617) (← links)
• Optimal Execution with Multiplicative Price Impact (Q5250046) (← links)
• ACCELERATED SHARE REPURCHASE: PRICING AND EXECUTION STRATEGY (Q5256838) (← links)
• GENERAL INTENSITY SHAPES IN OPTIMAL LIQUIDATION (Q5262510) (← links)
• PORTFOLIO LIQUIDATION IN DARK POOLS IN CONTINUOUS TIME (Q5262511) (← links)
• A STATE‐CONSTRAINED DIFFERENTIAL GAME ARISING IN OPTIMAL PORTFOLIO LIQUIDATION (Q5283403) (← links)
• OPTION PRICING AND HEDGING WITH EXECUTION COSTS AND MARKET IMPACT (Q5283404) (← links)
• Optimal trade execution under price-sensitive risk preferences (Q5397469) (← links)
• OPTIMAL LIQUIDATION TRAJECTORIES FOR THE ALMGREN–CHRISS MODEL (Q5854316) (← links)
• Accelerated Share Repurchases Under Stochastic Volatility (Q6112768) (← links)
• Duality theory for exponential utility-based hedging in the Almgren-Chriss model (Q6500021) (← links)