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 1 of 1 for “"Portfolio Deleveraging"”.
-
Optimal deleveraging and liquidation of financial portfolios with market impact
… Crisis highlighted the importance of effective portfolio deleveraging and liquidation strategies, which is critical to surviving financial distress and maintaining system stability. This thesis studies two related problems: which portion of the portfolio should be executed to relieve the …