… trading strategies for liquidation of a financial security, which … In the first case, two algorithms
are proposed; one is based on … The third proposed algorithm is obtained by adding the risk …

… imposing a creditable threat of liquidation as the key role of … uninformed (market) finance is
optimal, and explain why bank … , and that in the optimal renegotiation-proof contract informed …

… The present work studies algorithms that offer this type of flexibility in execution. We focus …
optimal liquidation algorithm in which the full liquidation constraint is relaxed; the algorithms …

… the basis for many optimal execution algorithms run by practitioners … optimal liquidation
literature, most research has been directed to finding the optimal deterministic or static liquidation …

… They consider a portfolio consisting of riskless asset and illiquid risky securities. Under …
and liquidation discount, we present a numerical algorithm for computing the optimal liquidation …

… of algorithmic trading. At the same time, as increasing numbers of financial institutions adopt
… Specifically, the mean of the optimal liquidation days of the IS liquidation strategy in 1000 …

… However, improper use of algorithmic trading may lead to large … of Everbright Securities
in China in 2013 have proved … Therefore, the in-depth study of algorithm trading is particu…

… Other research has also considered algorithms for optimal trading. For instance, Bertsimas
… Assume that an investor has a large position X in a security and that she wants to liquidate it …

… They consider a portfolio consisting of riskless asset and illiquid risky securities. Under …
and liquidation discount, we present a numerical algorithm for computing the optimal liquidation …

… This article analyzes optimal liquidation strategies for large security holdings. Order … To
solve the optimization problem, the sequential quadratic programming algorithm e04ucc …