Pages that link to "Item:Q953780"
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The following pages link to Dynamic trading policies with price impact (Q953780):
Displaying 25 items.
- Adaptive basket liquidation (Q287672) (← links)
- Optimal trade execution: a mean quadratic variation approach (Q318882) (← links)
- An optimal execution problem with market impact (Q457189) (← links)
- Portfolio choice under transitory price impact (Q609848) (← links)
- A Hamilton-Jacobi-Bellman approach to optimal trade execution (Q617638) (← links)
- Large traders and illiquid options: hedging vs. manipulation (Q658638) (← links)
- The impact of illiquidity on the asset management of insurance companies (Q938026) (← links)
- Risk aversion and the dynamics of optimal liquidation strategies in illiquid markets (Q964670) (← links)
- Option pricing for a large trader with price impact and liquidity costs (Q1684699) (← links)
- Optimal execution with regime-switching market resilience (Q1734569) (← links)
- Wright meets Markowitz: how standard portfolio theory changes when assets are technologies following experience curves (Q1734586) (← links)
- Dynamic portfolio selection with market impact costs (Q1785239) (← links)
- Optimal liquidation under partial information with price impact (Q1986008) (← links)
- Optimal execution with price impact under cumulative prospect theory (Q2150064) (← links)
- Optimal market dealing under constraints (Q2401520) (← links)
- A model of optimal portfolio selection under liquidity risk and price impact (Q2463703) (← links)
- Optimal execution strategy in the presence of permanent price impact and fixed transaction cost (Q2864791) (← links)
- Mean–Variance Optimal Adaptive Execution (Q2889596) (← links)
- Comparison Between the Mean-Variance Optimal and the Mean-Quadratic-Variation Optimal Trading Strategies (Q4584996) (← links)
- Liquidity premium in the presence of stock market crises and background risk (Q4682995) (← links)
- Finite horizon optimal execution with bounded rate of transaction (Q5243383) (← links)
- Optimal Execution with Multiplicative Price Impact (Q5250046) (← links)
- GENERAL INTENSITY SHAPES IN OPTIMAL LIQUIDATION (Q5262510) (← links)
- A discrete-time optimal execution problem with market prices subject to random environments (Q6081612) (← links)
- Nash equilibria for relative investors with (non)linear price impact (Q6594799) (← links)
