Pages that link to "Item:Q4449551"
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The following pages link to Optimal execution with nonlinear impact functions and trading-enhanced risk (Q4449551):
Displaying 50 items.
- Adaptive basket liquidation (Q287672) (← links)
- Optimal portfolio liquidation in target zone models and catalytic superprocesses (Q287674) (← links)
- Incorporating order-flow into optimal execution (Q300846) (← links)
- Optimal trade execution: a mean quadratic variation approach (Q318882) (← links)
- Single asset optimal trading strategies with stochastic dominance constraints (Q338920) (← links)
- VaR optimal portfolio with transaction costs (Q427038) (← links)
- Optimal algorithms for trading large positions (Q445966) (← links)
- Optimal trading of algorithmic orders in a liquidity fragmented market place (Q492830) (← links)
- Stylized facts of price gaps in limit order books (Q508284) (← links)
- Optimal placement in a limit order book: an analytical approach (Q513747) (← links)
- Hedging with temporary price impact (Q513749) (← links)
- Portfolio choice under transitory price impact (Q609848) (← links)
- Stock repurchase with an adaptive reservation price: a study of the greedy policy (Q631204) (← links)
- Low order-value approach for solving var-constrained optimization problems (Q656968) (← links)
- Optimal decision for selling an illiquid stock (Q658561) (← links)
- A central bank strategy for defending a currency peg (Q826751) (← links)
- Risk aversion and the dynamics of optimal liquidation strategies in illiquid markets (Q964670) (← links)
- A model for optimal execution of atomic orders (Q975353) (← links)
- A guided tour of new results on ``trade execution in illiquid markets'' (Q977311) (← links)
- Toy models and stylized realities (Q978851) (← links)
- Regularity properties in a state-constrained expected utility maximization problem (Q1616834) (← links)
- Explicit solution for constrained optimal execution problem with general correlated market depth (Q1655928) (← links)
- Optimal order display in limit order markets with liquidity competition (Q1657500) (← links)
- Option pricing for a large trader with price impact and liquidity costs (Q1684699) (← links)
- A trade execution model under a composite dynamic coherent risk measure (Q1785321) (← links)
- Curve following in illiquid markets (Q1932555) (← links)
- Optimal execution with weighted impact functions: a quadratic programming approach (Q1941201) (← links)
- Scaling limits of processes with fast nonlinear mean reversion (Q1986011) (← links)
- A class of optimal portfolio liquidation problems with a linear decreasing impact (Q1992659) (← links)
- On the minimizers of energy forms with completely monotone kernel (Q2019989) (← links)
- Optimal dynamic mean-variance portfolio subject to proportional transaction costs and no-shorting constraint (Q2059371) (← links)
- Optimal execution with stochastic delay (Q2111242) (← links)
- Generalized optimal liquidation problems across multiple trading venues (Q2165772) (← links)
- Trading with small nonlinear price impact (Q2192738) (← links)
- Discrete homotopy analysis for optimal trading execution with nonlinear transient market impact (Q2200233) (← links)
- A class of optimal liquidation problem with a nonlinear temporary market impact (Q2217828) (← links)
- Regularized stochastic dual dynamic programming for convex nonlinear optimization problems (Q2218885) (← links)
- Optimal portfolio deleveraging under market impact and margin restrictions (Q2240011) (← links)
- Optimal liquidation problem in illiquid markets (Q2242363) (← links)
- Stylized algorithmic trading: satisfying the predictive near-term demand of liquidity (Q2288912) (← links)
- A sample-path approach to optimal position liquidation (Q2480246) (← links)
- Optimal security liquidation algorithms (Q2574056) (← links)
- An FBSDE approach to market impact games with stochastic parameters (Q2671645) (← links)
- Learning about latent dynamic trading demand (Q2675363) (← links)
- Price impact in Nash equilibria (Q2697496) (← links)
- Statistical characteristics of price impact in high-frequency trading (Q2699613) (← links)
- ALGORITHMIC TRADING WITH LEARNING (Q2814668) (← links)
- A Closed-Form Execution Strategy to Target Volume Weighted Average Price (Q2832615) (← links)
- RESILIENT PRICE IMPACT OF TRADING AND THE COST OF ILLIQUIDITY (Q2862513) (← links)
- Optimal execution strategy in the presence of permanent price impact and fixed transaction cost (Q2864791) (← links)
