'Optimal Liquidation' Paper Presentation with Dr. Tom Starke

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In this webinar recording, Dr. Tom Starke presents the paper, 'Optimal Liquidation'.
The paper addresses the problem of portfolio liquidation by minimizing volatility risk and transaction costs from market impact. It constructs an efficient frontier of time-dependent strategies and analyzes optimal trading through mean-variance optimization and value-at-risk perspectives, focusing on market impact, trading costs, risk management, and liquidity-adjusted value at risk.
Link to paper: papers.ssrn.co...
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