Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
Results
Showing 1 to 4 of 4 for “"Optimal liquidation"”.
-
Optimal liquidation strategies
Liquidation strategies consider the problem of minimising transaction costs occurring in a portfolio liquidation. Transaction costs are the difference between current market value and the realised value after the liquidation. A strategy to follow to perform a liquidation is especially important to …
-
Cryptomarket analysis: optimal liquidation and market efficiency study
Esta tesis doctoral presenta una investigación profunda sobre la liquidación óptima de activos en criptomonedas y el análisis de la dinámica del mercado bajo la Hipótesis de Mercado Eficiente Débil (WEMH) en diversas criptomonedas. El primer artículo de la tesis se centra en la liquidación de …
-
Dynamic optimal asset allocation with optimal stopping
We develop a model of optimal consumption, labor and portfolio choice with endogenous retirement for an individual's life-cycle decisions. Explicit solutions for finite horizon are derived both for an individual with power utility and for an individual with log utility. There are two distinct …