Analytical results and efficient algorithm for optimal portfolio deleveraging with market impact

Jingnan Chen, Liming Feng, Jiming Peng, Yinyu Ye

Research output: Contribution to journal › Article › peer-review

Fingerprint

Dive into the research topics of 'Analytical results and efficient algorithm for optimal portfolio deleveraging with market impact'. Together they form a unique fingerprint.

Keyphrases

Mathematics