Keyword: asset selling

Found 4 papers in total
Prospect Theory, Liquidation, and the Disposition Effect
Prospect Theory, Liquidation, and the Disposition Effect
2012,
There is a well‐known intuition linking prospect theory with the disposition...
An optimal sequential procedure for a multiple selling problem with independent observations
An optimal sequential procedure for a multiple selling problem with independent observations
2013,
We consider a sequential problem of selling K identical assets over the finite time...
Optimal Portfolio Liquidation with Distress Risk
Optimal Portfolio Liquidation with Distress Risk
2010,
We analyze the problem of an investor who needs to unwind a portfolio in the face of...
A dynamic multi-item two-activity problem
A dynamic multi-item two-activity problem
1993,
The authors consider the following ‘symmetric’ generalization of the...
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