Pages that link to "Item:Q5109969"
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The following pages link to Nonlinear price impact and portfolio choice (Q5109969):
Displaying 9 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)