//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Portfolio selection"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"optimal trade execution"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Portfolio selection
Portfolio-Management
8
optimal trade execution
8
Optimal trade execution
7
Securities trading
7
Wertpapierhandel
7
Theorie
6
Theory
6
Stochastic process
4
Stochastischer Prozess
4
Mathematical programming
3
Mathematische Optimierung
3
Control theory
2
Electronic trading
2
Elektronisches Handelssystem
2
HJB equation
2
Hamilton-Jacobi-Bellman equation
2
Kontrolltheorie
2
Liquidity
2
Liquidität
2
Market impact
2
Risikomaß
2
Risk measure
2
algorithmic trading
2
illiquid markets
2
optimal liquidation
2
optimal portfolio liquidation
2
Absolute risk aversion
1
Aggressive in the money
1
Algorithmic trading
1
Bellman equation
1
Benchmarking
1
Bid-ask spread
1
Bourse
1
Börse
1
Continuous-time stochastic optimal control
1
Costs
1
Dynamic programming
1
Dynamische Optimierung
1
Estimation
1
more ...
less ...
Online availability
All
Undetermined
5
Type of publication
All
Article
8
Type of publication (narrower categories)
All
Article in journal
8
Aufsatz in Zeitschrift
8
Language
All
English
8
Author
All
Frei, Christoph
2
Schied, Alexander
2
Westray, Nicholas
2
Ackermann, Julia
1
Agliardi, Rossella
1
Alfonsi, Aurélien
1
Brigo, Damiano
1
Cheridito, Patrick
1
Di Graziano, Giuseppe
1
Gençay, Ramazan
1
Klöck, Florian
1
Kruse, Thomas
1
Sepin, Tardu
1
Urusov, Mikhail
1
Zhang, Tao
1
more ...
less ...
Published in...
All
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Applied mathematical finance
1
Finance and stochastics
1
International journal of theoretical and applied finance
1
Journal of financial engineering
1
Mathematics of operations research
1
Quantitative finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Càdlàg semimartingale strategies for
optimal
trade
execution
in stochastic order book models
Ackermann, Julia
;
Kruse, Thomas
;
Urusov, Mikhail
- In:
Finance and stochastics
25
(
2021
)
4
,
pp. 757-810
Persistent link: https://www.econbiz.de/10012665227
Saved in:
2
Optimal execution in Hong Kong given a market-on-close benchmark
Frei, Christoph
;
Westray, Nicholas
- In:
Quantitative finance
18
(
2018
)
4
,
pp. 655-671
Persistent link: https://www.econbiz.de/10011906452
Saved in:
3
Optimal trading strategies with limit orders
Agliardi, Rossella
;
Gençay, Ramazan
- In:
International journal of theoretical and applied finance
20
(
2017
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10011686803
Saved in:
4
A state-constrained differential game arising in optimal portfolio liquidation
Schied, Alexander
;
Zhang, Tao
- In:
Mathematical finance : an international journal of …
27
(
2017
)
3
,
pp. 779-802
Persistent link: https://www.econbiz.de/10011764972
Saved in:
5
Multivariate transient price impact and matrix-valued positive definite functions
Alfonsi, Aurélien
;
Klöck, Florian
;
Schied, Alexander
- In:
Mathematics of operations research
41
(
2016
)
3
,
pp. 914-934
Persistent link: https://www.econbiz.de/10011520739
Saved in:
6
Optimal execution of a VWAP order : a stochastic control approach
Frei, Christoph
;
Westray, Nicholas
- In:
Mathematical finance : an international journal of …
25
(
2015
)
3
,
pp. 612-639
Persistent link: https://www.econbiz.de/10011350559
Saved in:
7
Optimal
trade
execution
under stochastic volatility and liquidity
Cheridito, Patrick
;
Sepin, Tardu
- In:
Applied mathematical finance
21
(
2014
)
3/4
,
pp. 342-362
Persistent link: https://www.econbiz.de/10010499674
Saved in:
8
Optimal
trade
execution
under displaced diffusions dynamics across different risk criteria
Brigo, Damiano
;
Di Graziano, Giuseppe
- In:
Journal of financial engineering
1
(
2014
)
2
,
pp. 1-17
Persistent link: https://www.econbiz.de/10010508077
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->