LSE creators

Number of items: 3.
Article
  • Lokka, A., Xu, Junwei (2020). Optimal liquidation trajectories for the Almgren-Chriss model. International Journal of Theoretical and Applied Finance, 23(7). https://doi.org/10.1142/S0219024920500491 picture_as_pdf
    • Other
  • Lokka, A., Xu, Junwei (2020). Optimal liquidation for a risk averse investor in a one-sided limit order book driven by a Levy process. https://doi.org/10.48550/arXiv.2002.03379
    • Thesis
  • Xu, Junwei (2017). Topics in optimal liquidation and contract theory [Doctoral thesis]. London School of Economics and Political Science. https://doi.org/10.21953/lse.6esh7e4w3yjb