Trading with Small Nonlinear Price Impact
Optimal Execution and Rebalancing of Active Investments
OPEN ACCESS
Author / Producer
Date
2017
Publication Type
Doctoral Thesis
ETH Bibliography
yes
Citations
Altmetric
OPEN ACCESS
Data
Rights / License
Permanent link
Publication status
published
External links
Editor
Contributors
Examiner : Muhle-Karbe, Johannes
Examiner: Soner, Mete
Examiner : Guasoni, Paolo
Examiner : Herdegen, Martin
Book title
Journal / series
Volume
Pages / Article No.
Publisher
ETH Zurich
Event
Edition / version
Methods
Software
Geographic location
Date collected
Date created
Subject
Mathematical Finance; Portfolio Optimization; Optimal Execution; Price Impact; Nonlinear Transaction Costs
Organisational unit
03844 - Soner, Mete (emeritus) / Soner, Mete (emeritus)
03899 - Muhle-Karbe, Johannes (ehemalig)