9 search results - page 1 / 2 » Optimal Liquidation by a Large Investor |
SIAMAM
2008
13 years 4 months ago
2008
Abstract. We develop a partial equilibrium model to investigate the problem of optimal liquidation over a finite or infinite time horizon for an investor with large holdings in a r...
SIAMJO
2010
12 years 11 months ago
2010
When liquidating a portfolio of large blocks of risky assets, an institutional investor wants to minimize the cost as well as the risk of execution. An optimal execution strategy ...
HPCN
1997
Springer
13 years 9 months ago
1997
Springer
Abstract. Ion recombination in nonpolar liquids is an important problem in radiation chemistry. We have designed and implemented a parallel Monte Carlo simulation for this computat...
FC
2009
Springer
13 years 11 months ago
2009
Springer
Abstract. We present a useful new mechanism that facilitates the atomic exchange of many large baskets of securities in a combinatorial exchange. Cryptography prevents information ...
WILF
2007
Springer
13 years 11 months ago
2007
Springer
Background: Quantitative analysis of differential protein expressions requires to align temporal elution measurements from liquid chromatography coupled to mass spectrometry (LC/M...