Optimal trading with differing trade signals
Ryan Donnelly and Matthew Lorig
| Year of publication: |
2020
|
|---|---|
| Authors: | Donnelly, Ryan ; Lorig, Matthew |
| Published in: |
Applied mathematical finance. - London : Routledge, ISSN 1466-4313, ZDB-ID 2004159-7. - Vol. 27.2020, 4, p. 317-344
|
| Subject: | Algorithmic trading | mean-field games | price impact | Wertpapierhandel | Securities trading | Börsenkurs | Share price | Elektronisches Handelssystem | Electronic trading | Signalling | Anlageverhalten | Behavioural finance | Spieltheorie | Game theory | Marktmikrostruktur | Market microstructure |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1350486X.2020.1847672 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012425325