Auflistung Discussion papers of interdisciplinary research project 373 / Sonderforschungsbereich 373 nach Schlagwort "large investor"
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2002-06-07BuchHedging and Portfolio Optimization in Illiquid Financial Markets We introduce a general continuous–time model for an illiquid financial market where the trades of a single large investor can move market prices. The model is specified in terms of parameter dependent semimartingales, and ...
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2005-09-14BuchNo Free Lunch for Large Investors