Search Results for author: Qixuan Luo

Found 1 papers, 0 papers with code

Research on Portfolio Liquidation Strategy under Discrete Times

no code implementations29 Mar 2021 Qixuan Luo, Yu Shi, Handong Li

The permanent impact generated by an asset in the portfolio during the liquidation will affect all assets, and the temporary impact generated by one asset will only affect itself.

Cannot find the paper you are looking for? You can Submit a new open access paper.