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Hoang Hai Tran

National University of Singapore (NUS) - Department of Statistics and Applied Probability

Block S16, Level 7,

6 Science Drive 2

Singapore, 117546

  • National University of Singapore (NUS) - Department of Statistics and Applied Probability

SCHOLARLY PAPERS

3

DOWNLOADS

849

TOTAL CITATIONS

5

Scholarly Papers (3)

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1.

Optimal trade execution under endogenous order flow

Number of pages: 37 Posted: 01 Oct 2021
Ying Chen, Ulrich Horst and Hoang Hai Tran
National University of Singapore (NUS) - Department of Mathematics, Humboldt University of Berlin and National University of Singapore (NUS) - Department of Statistics and Applied Probability
Downloads 361 (213,671)

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Liquidity Risk, Optimal Trading Strategy, Portfolio Liquidation, Hawkes process

2.

Portfolio Liquidation Under Transient Price Impact – Theoretical Solution and Implementation With 100 NASDAQ Stocks

Number of pages: 22 Posted: 07 Jan 2020
Ying Chen, Ulrich Horst and Hoang Hai Tran
National University of Singapore (NUS) - Department of Mathematics, Humboldt University of Berlin and National University of Singapore (NUS) - Department of Statistics and Applied Probability
Downloads 252 (307,444)
Citation 5

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Liquidity Risk, Optimal Trading Strategy, Portfolio Liquidation, Hawkes process

3.

Optimal Trade Execution Strategy and Implementation with Deterministic Market Impact Parameters

Number of pages: 68 Posted: 30 Aug 2023
Ying Chen, Ulrich Horst and Hoang Hai Tran
National University of Singapore (NUS) - Department of Mathematics, Humboldt University of Berlin and National University of Singapore (NUS) - Department of Statistics and Applied Probability
Downloads 236 (339,185)

Abstract:

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Liquidity Risk, Optimal Trading Strategy, Portfolio Liquidation