Optimal basket liquidation for CARA investors is deterministic
Year of publication: |
2010
|
---|---|
Authors: | Schied, Alexander ; Schöneborn, Torsten ; Tehranchi, Michael |
Published in: |
Applied mathematical finance. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1350-486X, ZDB-ID 1282409-4. - Vol. 17.2010, 5/6, p. 471-489
|
Subject: | Mathematische Optimierung | Mathematical programming | Theorie | Theory | Portfolio-Management | Portfolio selection | Anlageverhalten | Behavioural finance | Liquidität | Liquidity |
-
Optimal Basket Liquidation for CARA Investors is Deterministic
Schied, Alexander, (2010)
-
The (ir)rationality of the 1/N heuristic
Abate, Guido, (2014)
-
The Kelly capital growth investment criterion : theory and practice
MacLean, Leonard C., (2012)
- More ...
-
Optimal Basket Liquidation for CARA Investors is Deterministic
Schied, Alexander, (2010)
-
Optimal Basket Liquidation for CARA Investors is Deterministic
Schied, Alexander, (2010)
-
Optimal Basket Liquidation for CARA Investors is Deterministic
Schied, Alexander, (2010)
- More ...