Moritz Voss

Technische Universität Berlin (TU Berlin)

Straße des 17

Juni 135

Berlin, 10623

Germany

  • Technische Universität Berlin (TU Berlin)

SCHOLARLY PAPERS

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Scholarly Papers (2)

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1.

Hedging with Temporary Price Impact

Swiss Finance Institute Research Paper No. 16-72
Number of pages: 37 Posted: 07 Dec 2016
Peter Bank, Halil Mete Soner and Moritz Voss
Humboldt University of Berlin - Department of Mathematics, ETH Zürich and Technische Universität Berlin (TU Berlin)
Downloads 89 (433,520)
Citation 14

Abstract:

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Hedging, illiquid markets, portfolio tracking

2.

Trading with the Crowd

Number of pages: 52 Posted: 29 Jun 2021
Eyal Neuman and Moritz Voss
Imperial College London - Department of Mathematics and Technische Universität Berlin (TU Berlin)
Downloads 83 (452,050)
Citation 3

Abstract:

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Crowding, Optimal Portfolio Liquidation, Price Impact, Mean Field Games, Optimal Stochastic Control, Predictive Signals