Risk aversion and the dynamics of optimal liquidation strategies in illiquid markets
Alexander Schied; Torsten Schöneborn
| Year of publication: |
2009
|
|---|---|
| Authors: | Schied, Alexander ; Schöneborn, Torsten |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 13.2009, 2, p. 181-204
|
| Subject: | Hamilton-Jacobi-Bellman equation | Portfolio-Management | Portfolio selection | Nichtlineare Optimierung | Nonlinear programming | Risikoaversion | Risk aversion | Sensitivitätsanalyse | Sensitivity analysis | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003939504