✦ LIBER ✦

Risk aversion and the dynamics of optimal liquidation strategies in

✍ Scribed by Alexander Schied; Torsten Schöneborn

Publisher: Springer-Verlag
Year: 2008
Tongue: English
Weight: 624 KB
Volume: 13
Category: Article
ISSN: 0949-2984
DOI: 10.1007/s00780-008-0082-8

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Optimal spot market inventory strategies

Optimal spot market inventory strategies in the presence of cost and price risk

✍ X. Guo; P. Kaminsky; P. Tomecek; M. Yuen 📂 Article 📅 2010 🏛 Springer 🌐 English ⚖ 490 KB

The structure of the optimal strategy in

The structure of the optimal strategy in controlled dynamic systems

✍ A.F. Kononenko 📂 Article 📅 1980 🏛 Elsevier Science ⚖ 699 KB

The ordinal utility under uncertainty an

The ordinal utility under uncertainty and the measure of risk aversion in terms of preferences

✍ Aldo Montesano 📂 Article 📅 1985 🏛 Springer US 🌐 English ⚖ 427 KB

THE ORDINAL UTILITY UNDER UNCERTAINTY AND THE MEASURE OF RISK AVERSION IN TERMS OF PREFERENCES 1. INTRODUCTION A choice is said to be rational if it follows a criterion, which is usually introduced as a preference model. The von Neumann-Morgenstern theory 1 not only assumes such a rationality but al

Optimal portfolio strategies with a liab

Optimal portfolio strategies with a liability and random risk: The case of different lending and borrowing rates

✍ Zhaojun Yang; Lihong Huang 📂 Article 📅 2004 🏛 Springer-Verlag 🌐 English ⚖ 198 KB

Conditions for characterizing the struct

Conditions for characterizing the structure of optimal strategies in infinite-horizon dynamic programs

✍ E. Porteus 📂 Article 📅 1982 🏛 Springer 🌐 English ⚖ 791 KB

Multivariate optimization strategy for l

Multivariate optimization strategy for liquid chromatography. II. Exploring and finding optimal conditions in the search area of the multidimensional solvent space

✍ Peter Kaufmann 📂 Article 📅 1995 🏛 Elsevier Science 🌐 English ⚖ 597 KB