Reference health
Optimal Trade Execution for Time-Inconsistent Mean-Variance Criteria and Risk Functions
1 of 22 checkable references need attention · checked 2026-08-05
At the dated check, the references listed below either did not resolve in Crossref or DataCite, or carried a retraction notice. Each one is shown with the registry record that put it there.
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References needing attention
does not resolve to a known work10.1088/1469-7688/4/2/007
The 21 checked references that resolve
resolves10.1080/14697680802595700
Optimal execution strategies in limit order books with general shape functions
resolves10.1080/135048602100056
Optimal execution with nonlinear impact functions and trading-enhanced risk
resolves10.1007/978-1-4615-0791-8_1
Modeling Liquidity Risk, with Implications for Traditional Market Risk Measurement and Management
resolves10.1111/j.1540-6261.2007.01274.x
Episodic Liquidity Crises: Cooperative and Predatory Trading
resolves10.1007/s00780-012-0189-9
Time-consistent mean-variance portfolio selection in discrete and continuous time
The 12 references without a DOI — listed, not checked
no DOI — not checkedref3
no DOI — not checkedref7
no DOI — not checkedA general theory of markovian time inconsistent stochastic control problems
no DOI — not checkedOptimal liquidation of large security holdings in thin markets
no DOI — not checkedref16
no DOI — not checkedResearch toward the practical application of liquidity risk evaluation methods
no DOI — not checkedUnderstanding the profit and loss distribution of trading algorithms
no DOI — not checkedOptimal liquidation strategies
no DOI — not checkedref30
no DOI — not checkedRisk aversion and the dynamics of optimal liquidation strategies in illiquid markets
no DOI — not checkedref32
no DOI — not checkedref33
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