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Optimal Limit-versus-Market Order Slicing Under a VWAP Benchmark - Continuous Case VWAP基准下的最优极限与市场订单切片-连续情况
Chicago Booth Fama-Miller: Finance - Other (Topic) Pub Date : 2013-01-27 DOI: 10.2139/ssrn.2318896
T. Li
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引用次数: 2
Artificial Portfolio Simulator 人工投资组合模拟器
Chicago Booth Fama-Miller: Finance - Other (Topic) Pub Date : 2009-09-21 DOI: 10.2139/ssrn.1476460
Matjaž Steinbacher
{"title":"Artificial Portfolio Simulator","authors":"Matjaž Steinbacher","doi":"10.2139/ssrn.1476460","DOIUrl":"https://doi.org/10.2139/ssrn.1476460","url":null,"abstract":"Portfolio selection simulator of social interaction is proposed in this paper. We explained why different investors possess different portfolios in time and why portfolios change with the change of the environment. The developments of the games are path-dependent depending on several factors. The most significant are the returns, the rate of maximization, selection of an investor, the presence of liquidity investors and the number of alternatives. The main empirical conclusion is that investors opt for medium-risky to risky alternatives and avoid both extremes.","PeriodicalId":374208,"journal":{"name":"Chicago Booth Fama-Miller: Finance - Other (Topic)","volume":"50 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2009-09-21","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"124832659","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
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