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-frequency traders' actions, then fast inventory management allows to minimize positions with only second-order losses to expected …
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asymmetry and inventory risk. In contrast to the existing literature, a market maker in our model can optimally shift some …
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of the market. However, it simultaneously increases inventory costs, and leads to a higher cross-sectional dispersion of … transaction prices. For investors with large risk exposure, the increase of the inventory costs dominates the benefits of the …
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