Optimal Dynamic Trading with Leverage Constraints

1992 ◽  
Vol 27 (2) ◽  
pp. 151 ◽  
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Sanford J. Grossman ◽  
Jean-Luc Vila
Keyword(s):  
Dynamic Trading ◽  
Optimal Dynamic

Optimal Dynamic Trading Strategies

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pp. 55-81 ◽  
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Trading Strategies ◽  
Dynamic Trading ◽  
Optimal Dynamic

Optimal Dynamic Trading Strategies with Risk Limits

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Vol 56 (2) ◽  
pp. 358-368 ◽  
Author(s):  
Domenico Cuoco ◽  
Hua He ◽  
Sergei Isaenko
Keyword(s):  
Trading Strategies ◽  
Dynamic Trading ◽  
Optimal Dynamic ◽  
Risk Limits

Optimal Dynamic Contracting

2012 ◽  
Author(s):  
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Rohit Lamba
Keyword(s):  
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Optimal Dynamic

Optimal dynamic pricing for an electricity retailer in the price-responsive environment of smart grid

2021 ◽  
Vol 130 ◽  
pp. 107004
Author(s):  
Hossein Taherian ◽  
Mohammad Reza Aghaebrahimi ◽  
Luis Baringo ◽  
Saeid Reza Goldani
Keyword(s):  
Smart Grid ◽  
Dynamic Pricing ◽  
Optimal Dynamic
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