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Asset allocation and liquidity breakdowns : what if your broker does not answer the phone?
Diesinger, Peter M.; Kraft, Holger; Seifried, Frank Thomas - In: Finance and stochastics 14 (2010) 3, pp. 343-374
Persistent link: https://www.econbiz.de/10010216488
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On irreversible investment
Riedel, Frank; Su, Xia - In: Finance and stochastics 15 (2011) 4, pp. 607-633
Persistent link: https://www.econbiz.de/10009423296
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A model for a large investor trading at market indifference prices : I: single-period case
Bank, Peter; Kramkov, Dmitry - In: Finance and stochastics 19 (2015) 2, pp. 449-472
Persistent link: https://www.econbiz.de/10011418186
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Càdlàg semimartingale strategies for optimal trade execution in stochastic order book models
Ackermann, Julia; Kruse, Thomas; Urusov, Mikhail - In: Finance and stochastics 25 (2021) 4, pp. 757-810
Persistent link: https://www.econbiz.de/10012665227
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A continuous-time asset market game with short-lived assets
Zhitlukhin, M. V. - In: Finance and stochastics 26 (2022) 3, pp. 587-630
Persistent link: https://www.econbiz.de/10013440236
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Optimal execution with stochastic delay
Cartea, Álvaro; Sánchez-Betancourt, Leandro - In: Finance and stochastics 27 (2023) 1, pp. 1-47
Persistent link: https://www.econbiz.de/10013489491
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Partial liquidation under reference-dependent preferences
Henderson, Vicky; Muscat, Jonathan - In: Finance and stochastics 24 (2020) 2, pp. 335-357
Persistent link: https://www.econbiz.de/10012253356
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Risk sensitive asset management with transaction costs
Bielecki, Tomasz R.; Pliska, Stanley R. - In: Finance and stochastics 4 (2000) 1, pp. 1-33
Persistent link: https://www.econbiz.de/10001486618
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Portfolio optimisation with strictly positive transaction costs and impulse control
Korn, Ralf - In: Finance and stochastics 2 (1998) 2, pp. 85-114
Persistent link: https://www.econbiz.de/10001235411
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Optimal trading of a security when there are taxes and transaction costs
Cadenillas, Abel; Pliska, Stanley R. - In: Finance and stochastics 3 (1999) 2, pp. 137-165
Persistent link: https://www.econbiz.de/10001367012