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Dynamic Strategic Informed Trading with a Large Trader
並列摘要
This paper studies the dynamic strategy of large informed trader under the circumstances that traders are risk averse. The large informed trader, when determining his dynamic strategy, takes into account the fact that exploiting his information over time will influence the prices. Our model is proven being easy to analyze with compared to other strategic trading models. In addition, under a specific assumption the model acquires the closed form equilibrium solution.
被引用紀錄
吳俊宏（2011）。台資零售企業在中國市場的發展〔碩士論文，國立臺灣大學〕。華藝線上圖書館。https://doi.org/10.6342/NTU.2011.02528
邱怡樺（2010）。顧客差異化與滿意度變異之探討-以台灣大學EMBA為例〔碩士論文，國立臺灣大學〕。華藝線上圖書館。https://doi.org/10.6342/NTU.2010.10739
張嘉文（2010）。來客差異化與滿意度變異之探討-以台灣大學EMBA為例〔碩士論文，國立臺灣大學〕。華藝線上圖書館。https://doi.org/10.6342/NTU.2010.02906
延伸閱讀
- 邵暐茹（2012）。Trading strategies revisit---technical-, fundamental- and cycle-trading analysis〔碩士論文，國立臺灣師範大學〕。華藝線上圖書館。https://www.airitilibrary.com/Article/Detail?DocID=U0021-1610201315290784
- Chiu, C. H. (2021). The Monthly Trading Strategy Based on Comprehensive Feature Selection Methods to Optimize the Portfolio [doctoral dissertation, National Taiwan University]. Airiti Library. https://doi.org/10.6342/NTU202200055
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- 韓文（2004）。FIXED INCOME TRADING STRATEGIES〔碩士論文，國立臺灣大學〕。華藝線上圖書館。https://doi.org/10.6342/NTU.2004.10206