Liquidity-Sensitive Automated Market Makers via Homogeneous Risk Measures.

Abraham Othman Tuomas Sandholm

Published in: WINE (2011)

Keyphrases

risk measures
portfolio optimization
futures market
financial markets
stock price
stock market
portfolio management
portfolio selection
stock exchange
robust optimization
risk averse
risk management
short run
artificial intelligence
non stationary
simulated annealing
decision making