Trading with the crowd
Eyal Neuman, Moritz Voß
| Year of publication: |
2023
|
|---|---|
| Authors: | Neuman, Eyal ; Voß, Moritz |
| Subject: | crowding | mean field games | optimal portfolio liquidation | optimal stochastic control | predictive signals | price impact | Theorie | Theory | Portfolio-Management | Portfolio selection | Stochastischer Prozess | Stochastic process |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/mafi.12390 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014329897