Matches in SemOpenAlex for { <https://semopenalex.org/work/W3122364644> ?p ?o ?g. }
Showing items 1 to 73 of
73
with 100 items per page.
- W3122364644 abstract "In this paper, we generalize the Almgren-Chriss's market impact model to a more realistic and flexible framework and employ it to derive and analyze some aspects of optimal liquidation problem in a security market. We illustrate how a trader's liquidation strategy alters when multiple venues and extra information are brought into the security market and detected by the trader. This study gives some new insights into the relationship between liquidation strategy and market liquidity, and provides a multi-scale approach to the optimal liquidation problem with randomly varying volatility." @default.
- W3122364644 created "2021-02-01" @default.
- W3122364644 creator A5035922342 @default.
- W3122364644 creator A5057293423 @default.
- W3122364644 creator A5081831221 @default.
- W3122364644 creator A5086061723 @default.
- W3122364644 date "2016-01-01" @default.
- W3122364644 modified "2023-09-27" @default.
- W3122364644 title "Generalized Optimal Liquidation Problems Across Multiple Trading Venues" @default.
- W3122364644 hasPublicationYear "2016" @default.
- W3122364644 type Work @default.
- W3122364644 sameAs 3122364644 @default.
- W3122364644 citedByCount "0" @default.
- W3122364644 crossrefType "posted-content" @default.
- W3122364644 hasAuthorship W3122364644A5035922342 @default.
- W3122364644 hasAuthorship W3122364644A5057293423 @default.
- W3122364644 hasAuthorship W3122364644A5081831221 @default.
- W3122364644 hasAuthorship W3122364644A5086061723 @default.
- W3122364644 hasConcept C10138342 @default.
- W3122364644 hasConcept C106159729 @default.
- W3122364644 hasConcept C127288500 @default.
- W3122364644 hasConcept C131562839 @default.
- W3122364644 hasConcept C144133560 @default.
- W3122364644 hasConcept C149782125 @default.
- W3122364644 hasConcept C162324750 @default.
- W3122364644 hasConcept C175444787 @default.
- W3122364644 hasConcept C182306322 @default.
- W3122364644 hasConcept C183582576 @default.
- W3122364644 hasConcept C2992701085 @default.
- W3122364644 hasConcept C40700 @default.
- W3122364644 hasConcept C51926234 @default.
- W3122364644 hasConcept C91602232 @default.
- W3122364644 hasConceptScore W3122364644C10138342 @default.
- W3122364644 hasConceptScore W3122364644C106159729 @default.
- W3122364644 hasConceptScore W3122364644C127288500 @default.
- W3122364644 hasConceptScore W3122364644C131562839 @default.
- W3122364644 hasConceptScore W3122364644C144133560 @default.
- W3122364644 hasConceptScore W3122364644C149782125 @default.
- W3122364644 hasConceptScore W3122364644C162324750 @default.
- W3122364644 hasConceptScore W3122364644C175444787 @default.
- W3122364644 hasConceptScore W3122364644C182306322 @default.
- W3122364644 hasConceptScore W3122364644C183582576 @default.
- W3122364644 hasConceptScore W3122364644C2992701085 @default.
- W3122364644 hasConceptScore W3122364644C40700 @default.
- W3122364644 hasConceptScore W3122364644C51926234 @default.
- W3122364644 hasConceptScore W3122364644C91602232 @default.
- W3122364644 hasLocation W31223646441 @default.
- W3122364644 hasOpenAccess W3122364644 @default.
- W3122364644 hasPrimaryLocation W31223646441 @default.
- W3122364644 hasRelatedWork W1485441379 @default.
- W3122364644 hasRelatedWork W1488950282 @default.
- W3122364644 hasRelatedWork W2005234698 @default.
- W3122364644 hasRelatedWork W2063427656 @default.
- W3122364644 hasRelatedWork W2073087562 @default.
- W3122364644 hasRelatedWork W2102843145 @default.
- W3122364644 hasRelatedWork W2171743866 @default.
- W3122364644 hasRelatedWork W2188473216 @default.
- W3122364644 hasRelatedWork W2313758449 @default.
- W3122364644 hasRelatedWork W2394341912 @default.
- W3122364644 hasRelatedWork W2588708465 @default.
- W3122364644 hasRelatedWork W2594370788 @default.
- W3122364644 hasRelatedWork W2884980930 @default.
- W3122364644 hasRelatedWork W3005782053 @default.
- W3122364644 hasRelatedWork W3034876106 @default.
- W3122364644 hasRelatedWork W3100672044 @default.
- W3122364644 hasRelatedWork W3121282173 @default.
- W3122364644 hasRelatedWork W3121333784 @default.
- W3122364644 hasRelatedWork W3125789262 @default.
- W3122364644 hasRelatedWork W2165299414 @default.
- W3122364644 isParatext "false" @default.
- W3122364644 isRetracted "false" @default.
- W3122364644 magId "3122364644" @default.
- W3122364644 workType "article" @default.