Session: MO-P-DA
Price Impact and Portfolio Choice

Chair

Moritz Voss

Time

14:30 - 16:30 on Monday, 16th of July 2018

Venue

Davis

14:30

Optimal investment in an illiquid financial market

Moritz Voss (University of California, Santa Barbara), Peter Bank (TU Berlin)
15:00

Stability for gains from large investors' strategies in M1/J1 topologies

Peter Frentrup (Humb), Todor Bilarev (Humboldt-Universität zu Berlin), Dirk Becherer (Humboldt-Universität zu Berlin)
15:30

Utility Maximization in a Multidimensional Market with Small Nonlinear Price Impact

Thomas Cayé (Dublin City University), Ibrahim Ekren (University of Michigan), Erhan Bayraktar (University of Michigan)
16:00

Quasi-sure duality for multi-dimensional martingale optimal transport

Hadrien De March (Ecole Polytechnique-CMAP)