Portfolio liquidation under factor uncertainty
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Cited by:
- Max O. Souza & Yuri Thamsten, 2021. "On regularized optimal execution problems and their singular limits," Papers 2101.02731, arXiv.org, revised Aug 2023.
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This paper has been announced in the following NEP Reports:- NEP-UPT-2019-09-09 (Utility Models and Prospect Theory)
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