Optimal Liquidation under Partial Information with Price Impact
Year of publication: |
2020
|
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Authors: | Colaneri, Katia |
Other Persons: | Eksi, Zehra (contributor) ; Frey, Rüdiger (contributor) ; Szolgyenyi, Michaela (contributor) |
Publisher: |
[2020]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Unvollkommene Information | Incomplete information | Portfolio-Management | Portfolio selection | Liquidität | Liquidity |
Extent: | 1 Online-Ressource (32 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments June 1, 2016 erstellt |
Other identifiers: | 10.2139/ssrn.2916154 [DOI] |
Classification: | C44 - Statistical Decision Theory; Operations Research ; C61 - Optimization Techniques; Programming Models; Dynamic Analysis ; G11 - Portfolio Choice |
Source: | ECONIS - Online Catalogue of the ZBW |
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