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.
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Showing 1 to 2 of 2 for “"Portfolio Liquidation"”.
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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 …
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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 …