Optimal trading : the importance of being adaptive
Claudio Bellani, Damiano Brigo, Alex Done, Eyal Neuman
| Year of publication: |
2021
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|---|---|
| Authors: | Bellani, Claudio ; Brigo, Damiano ; Done, Alex ; Neuman, Eyal |
| Published in: |
International journal of financial engineering. - New Jersey : World Scientific, ISSN 2424-7863, ZDB-ID 2832504-7. - Vol. 8.2021, 4, p. 1-18
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| Subject: | dynamic strategies | dynamic vs. static strategies | market impact | Optimal execution | optimal portfolio liquidation | optimal stochastic control | predictive signals | static strategies | trading with signals | Theorie | Theory | Portfolio-Management | Portfolio selection | Signalling | Mathematische Optimierung | Mathematical programming | Dynamische Optimierung | Dynamic programming |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1142/S242478632050022X [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012815097