Shortermism and excessive risk taking in optimal execution with a target performance

Fuente: arXiv
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Autores principales: Barucci, Emilio, Lan, Yuheng
Formato: Preprint
Publicado: 2025
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author Barucci, Emilio
Lan, Yuheng
author_facet Barucci, Emilio
Lan, Yuheng
contents We deal with the optimal execution problem when the broker's goal is to reach a performance barrier avoiding a downside barrier. The performance is provided by the wealth accumulated by trading in the market, the shares detained by the broker evaluated at the market price plus a slippage cost yielding a quadratic inventory cost. Over a short horizon, this type of remuneration leads, at the same time, to a more aggressive and less risky strategy compared to the classical one, and over a long horizon the performance turns to be poorer and more dispersed.
format Preprint
id arxiv_https___arxiv_org_abs_2505_15611
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Shortermism and excessive risk taking in optimal execution with a target performance
Barucci, Emilio
Lan, Yuheng
Mathematical Finance
Trading and Market Microstructure
We deal with the optimal execution problem when the broker's goal is to reach a performance barrier avoiding a downside barrier. The performance is provided by the wealth accumulated by trading in the market, the shares detained by the broker evaluated at the market price plus a slippage cost yielding a quadratic inventory cost. Over a short horizon, this type of remuneration leads, at the same time, to a more aggressive and less risky strategy compared to the classical one, and over a long horizon the performance turns to be poorer and more dispersed.
title Shortermism and excessive risk taking in optimal execution with a target performance
topic Mathematical Finance
Trading and Market Microstructure
url https://arxiv.org/abs/2505.15611