On optimal liquidation strategy and optimal liquidation time

被引:0
|
作者
School of Economics and Management, Southeast University, Nanjing 210096, China [1 ]
机构
来源
Kong Zhi Li Lun Yu Ying Yong | 2007年 / 2卷 / 312-316期
关键词
9;
D O I
暂无
中图分类号
学科分类号
摘要
引用
收藏
相关论文
共 50 条
  • [1] Optimal execution strategy of liquidation
    Lau, Ka Wo
    Kwok, Yue Kuen
    JOURNAL OF INDUSTRIAL AND MANAGEMENT OPTIMIZATION, 2006, 2 (02) : 135 - 144
  • [2] On optimal liquidation strategy in maximize principle frameworks
    Hu Xiao-ping
    He Jian-min
    Proceedings of 2005 Chinese Control and Decision Conference, Vols 1 and 2, 2005, : 832 - 834
  • [3] An optimal stock liquidation rule
    Zhang, Q
    PROCEEDINGS OF THE 40TH IEEE CONFERENCE ON DECISION AND CONTROL, VOLS 1-5, 2001, : 4547 - 4552
  • [4] OPTIMAL LIQUIDATION OF A CALL SPREAD
    Ekstrom, Erik
    Lindberg, Carl
    Tysk, Johan
    Wanntorp, Henrik
    JOURNAL OF APPLIED PROBABILITY, 2010, 47 (02) : 586 - 593
  • [5] Optimal liquidation of financial derivatives
    Chen, Jingnan
    FINANCE RESEARCH LETTERS, 2020, 34
  • [6] Optimal Security Liquidation Algorithms
    Sergiy Butenko
    Alexander Golodnikov
    Stanislav Uryasev
    Computational Optimization and Applications, 2005, 32 : 9 - 27
  • [7] Optimal security liquidation algorithms
    Butenko, S
    Golodnikov, A
    Uryasev, S
    COMPUTATIONAL OPTIMIZATION AND APPLICATIONS, 2005, 32 (1-2) : 9 - 27
  • [8] Optimal liquidation in dark pools
    Kratz, Peter
    Schoeneborn, Torsten
    QUANTITATIVE FINANCE, 2014, 14 (09) : 1519 - 1539
  • [9] OPTIMAL LIQUIDATION OF DERIVATIVE PORTFOLIOS
    Henderson, Vicky
    Hobson, David
    MATHEMATICAL FINANCE, 2011, 21 (03) : 365 - 382
  • [10] Optimal liquidation strategies and their implications
    Ting, Christopher
    Warachka, Mitch
    Zhao, Yonggan
    JOURNAL OF ECONOMIC DYNAMICS & CONTROL, 2007, 31 (04): : 1431 - 1450