Schied, Alexander and Schöneborn, Torsten (2007): Optimal Portfolio Liquidation for CARA Investors.
Schoeneborn, Torsten and Schied, Alexander (2007): Liquidation in the Face of Adversity: Stealth Vs. Sunshine Trading, Predatory Trading Vs. Liquidity Provision.
Schied, Alexander and Schoeneborn, Torsten (2008): Risk aversion and the dynamics of optimal liquidation strategies in illiquid markets.
Contact us: mpra@ub.uni-muenchen.de
This repository has been built using EPrints software.
MPRA is a RePEc service hosted by .