scholarly journals Risk aversion and the dynamics of optimal liquidation strategies in illiquid markets

2008 ◽  
Vol 13 (2) ◽  
pp. 181-204 ◽  
Author(s):  
Alexander Schied ◽  
Torsten Schöneborn
Keyword(s):  
Risk Aversion ◽  
Optimal Liquidation ◽  
Illiquid Markets

Optimal Liquidation Strategies in Illiquid Markets

2008 ◽  
Author(s):  
Eric Jondeau ◽  
Augusto Perilla ◽  
Michael Rockinger
Keyword(s):  
Optimal Liquidation ◽  
Illiquid Markets

Welfare with Imperfect Foreknowledge: The Case of Risk Aversion

2020 ◽  
Vol 96 (1) ◽  
pp. 43-55
Author(s):  
Jorge Holzer ◽  
Kenneth McConnell
Keyword(s):  
Risk Aversion
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