Pages that link to "Item:Q4584996"
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The following pages link to Comparison Between the Mean-Variance Optimal and the Mean-Quadratic-Variation Optimal Trading Strategies (Q4584996):
Displaying 12 items.
- Optimal portfolio liquidation in target zone models and catalytic superprocesses (Q287674) (← links)
- Optimal trade execution: a mean quadratic variation approach (Q318882) (← links)
- A control problem with fuel constraint and Dawson-Watanabe superprocesses (Q389072) (← links)
- Market-making strategy with asymmetric information and regime-switching (Q1657343) (← links)
- Incorporating signals into optimal trading (Q1739054) (← links)
- Generalized optimal liquidation problems across multiple trading venues (Q2165772) (← links)
- Finite difference methods for the Hamilton-Jacobi-Bellman equations arising in regime switching utility maximization (Q2219642) (← links)
- An FBSDE approach to market impact games with stochastic parameters (Q2671645) (← links)
- Mean-Quadratic Variation Portfolio Optimization: A Desirable Alternative to Time-Consistent Mean-Variance Optimization? (Q4971982) (← links)
- Optimal solution of the liquidation problem under execution and price impact risks (Q5079391) (← links)
- Finite horizon optimal execution with bounded rate of transaction (Q5243383) (← links)
- Optimal Execution with Multiplicative Price Impact (Q5250046) (← links)
