Risk Aversion and the Dynamics of Optimal Liquidation Strategies in Illiquid Markets
Alexander Schied
◽
Torsten Schoeneborn
2008 ◽
Vol 13
(2)
◽
pp. 181-204
◽
Alexander Schied
◽
Torsten Schöneborn
Eric Jondeau
◽
Augusto Perilla
◽
Michael Rockinger
Amirhossein Sadoghi
◽
Jan Vecer
Christopher Y. Olivola
◽
Stephanie W. Wang
2020 ◽
Vol 96
(1)
◽
pp. 43-55
Jorge Holzer
◽
Kenneth McConnell
J. Paul Kelleher
◽
Gernot Wagner
2009 ◽
Vol 39
(1)
◽
pp. 86-88