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Numeraire-invariant quadratic hedging and mean-variance portfolio allocation
Černý, Aleš
;
Czichowsky, Christoph
;
Kallsen, Jan
- In:
Mathematics of operations research
49
(
2024
)
2
,
pp. 752-781
Persistent link: https://www.econbiz.de/10014564364
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2
Liquidity provision with adverse selection and inventory costs
Herdegen, Martin
;
Muhle-Karbe, Johannes
;
Stebegg, Florian
- In:
Mathematics of operations research
48
(
2023
)
3
,
pp. 1286-1315
Persistent link: https://www.econbiz.de/10014329263
Saved in:
3
An equilibrium model for the cross section of liquidity premia
Muhle-Karbe, Johannes
;
Shi, Xiaofei
;
Yang, Chen
- In:
Mathematics of operations research
48
(
2023
)
3
,
pp. 1423-1453
Persistent link: https://www.econbiz.de/10014329292
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