Portfolio liquidation under factor uncertainty
Year of publication: |
2021
|
---|---|
Authors: | Horst, Ulrich ; Xia, Xiaonyu ; Zhou, Chao |
Publisher: |
München und Berlin : Ludwig-Maximilians-Universität München und Humboldt-Universität zu Berlin, Collaborative Research Center Transregio 190 - Rationality and Competition |
Subject: | stochastic control | uncertainty | portfolio liquidation | singular terminal value | superlinear growth gradient |
Series: | Discussion Paper ; 274 |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 1755383975 [GVK] hdl:10419/233497 [Handle] |
Source: |
-
Portfolio liquidation under factor uncertainty
Horst, Ulrich, (2021)
-
Portfolio liquidation games with self-exciting order flow
Fu, Guanxing, (2022)
-
Portfolio liquidation games with self-exciting order flow
Fu, Guanxing, (2022)
- More ...
-
Portfolio liquidation under factor uncertainty
Horst, Ulrich, (2021)
-
Portfolio liquidation games with self-exciting order flow
Fu, Guanxing, (2022)
-
Portfolio liquidation games with self-exciting order flow
Fu, Guanxing, (2022)
- More ...