Pages that link to "Item:Q5109969"

The following pages link to Nonlinear price impact and portfolio choice (Q5109969):

Displaying 10 items.

• Hedging with temporary price impact (Q513749) (← links)
• High-frequency trading with fractional Brownian motion (Q2022763) (← links)
• Dynamic mean-variance problem with frictions (Q2120542) (← links)
• Trading with small nonlinear price impact (Q2192738) (← links)
• Rebalancing with Linear and Quadratic Costs (Q4591242) (← links)
• Short Communication: Utility Indifference Pricing with High Risk Aversion and Small Linear Price Impact (Q5065082) (← links)
• Optimal portfolio selection under vanishing fixed transaction costs (Q5233203) (← links)
• Asset pricing with general transaction costs: Theory and numerics (Q6054360) (← links)
• Asymptotics for small nonlinear price impact: A PDE approach to the multidimensional case (Q6078432) (← links)
• Risk-adjusted exponential gradient strategies for online portfolio selection (Q6621838) (← links)