Lower Thames Street
London, EC3R 6DU
Walton Well Road
Oxford, Oxfordshire OX2 6ED
AHL (Man Investments)
University of Oxford - Oxford-Man Institute of Quantitative Finance
in Total Papers Downloads
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Dark pools, Optimal liquidation, Adverse selection, Market microstructure, Illiquid markets
Liquidity, illiquid markets, optimal liquidation strategies, dynamic trading strategies, algorithmic trading, utility maximization
Liquidity, liquidity crisis, liquidity provision, optimal liquidation strategies, predatory trading, sunshine trading, stealth trading
Liquidity, illiquid markets, optimal liquidation strategies, basket liquidation, dynamic trading strategies, separation theorem, algorithmic trading, utility maximization
Market impact model, optimal order execution, limit order book, resilience, time-varying liquidity, price manipulation, transaction-triggered price manipulation
Liquidity, illiquid markets, optimal liquidation strategies, dynamic trading strategies, utility maximization, time-inconsistent optimization
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