The Feedback Effect of Hedging in Portfolio Optimization

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dc.creatorHenry-Labordere, Pierre
dc.date2004-04-21
dc.date.accessioned2026-07-07T12:11:04Z
dc.date.available2026-07-07T12:11:04Z
dc.descriptionIn this short note, we will show how to optimize the portfolio of a large trader whose hedging strategy affects the price of his assets.
dc.description10 pages
dc.identifierhttps://arxiv.org/abs/cond-mat/0404520
dc.identifierhttp://arxiv.org/abs/cond-mat/0404520
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/210110
dc.subjectOther Condensed Matter
dc.subjectPortfolio Management
dc.titleThe Feedback Effect of Hedging in Portfolio Optimization
dc.typetext

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