Ambiguity Aversion in Algorithmic and High Frequency Trading
Year of publication: |
2014
|
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Authors: | Donnelly, Ryan Francis |
Publisher: |
[2014]: [S.l.] : SSRN |
Subject: | Elektronisches Handelssystem | Electronic trading | Risikoaversion | Risk aversion | Entscheidung unter Unsicherheit | Decision under uncertainty | Börsenkurs | Share price | Marktliquidität | Market liquidity | Theorie | Theory | Volatilität | Volatility |
Extent: | 1 Online-Ressource (174 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments August 29, 2014 erstellt |
Other identifiers: | 10.2139/ssrn.2527808 [DOI] |
Classification: | C61 - Optimization Techniques; Programming Models; Dynamic Analysis ; C73 - Stochastic and Dynamic Games ; D81 - Criteria for Decision-Making under Risk and Uncertainty |
Source: | ECONIS - Online Catalogue of the ZBW |
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