Learning about latent dynamic trading demand $$^*$$ ∗
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DOI: 10.1007/s11579-022-00317-5
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- Puru Gupta & Saul D. Jacka, 2023. "Portfolio Choice In Dynamic Thin Markets: Merton Meets Cournot," Papers 2309.16047, arXiv.org.
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Keywords
Order-splitting; Optimal order execution; Subgame perfect nash equilibrium; Dynamic learning; Trading targets; Speculation;All these keywords.
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