搜索结果: 1-5 共查到“经济学 Liquidation”相关记录5条 . 查询时间(0.046 秒)
Improving Store Liquidation
Business Exit or Shutdown Financial Condition Operations Retail Industry
2015/4/28
Store liquidation is the time-constrained divestment of retail outlets through an in-store sale of inventory. The retail industry depends extensively on store liquidation, not only as a means for inve...
General Intensity Shapes in Optimal Liquidation
General Intensity Shapes Optimal Liquidation General Intensity Shapes in Optimal Liquidation
2012/4/28
We study the optimal liquidation problem using limit orders. Albeit the seminal literature on optimal liquidation, rooted to Almgren-Chriss models, tackles the optimal liquidation problem using a trad...
This paper addresses the optimal scheduling of the liquidation of a portfolio using a new
angle. Instead of focusing only on the scheduling aspect like Almgren and Chriss in [2], or
only on the liqu...
Optimal Liquidation Strategies Regularize Portfolio Selection
Optimal Liquidation Strategies Regularize Portfolio Selection
2010/10/19
We consider the problem of portfolio optimization in the presence of market impact, and derive optimal liquidation strategies. We discuss in detail the problem of finding the optimal portfolio under E...
Optimal Liquidation Strategies Regularize Portfolio Selection
Expected Shortfall portfolio optimization market impact
2010/4/28
We consider the problem of portfolio optimization in the presence of market impact, and derive optimal liquidation strategies. We discuss in detail the problem of finding the optimal portfolio under E...