Adaptive basket liquidation
Year of publication: |
April 2016
|
---|---|
Authors: | Schöneborn, Torsten |
Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 20.2016, 2, p. 455-493
|
Subject: | Optimal basket liquidation | Dynamic trading strategies | Separation theorem | Utility maximization | Theorie | Theory | Portfolio-Management | Portfolio selection | Liquidität | Liquidity | Mathematische Optimierung | Mathematical programming |
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