Understand how market impact influence optimal execution strategies.

Formulate and analyze optimal liquidation problems within the Almgren-Chriss framework

Study and compare benchmark-based execution strategies, including Target Close, VWAP, and POV orders.

Incorporate general price dynamics and participation constraints into execution models.

Formulate and solve portfolio liquidation problems, including multi-asset settings.

Analyze execution strategies involving market orders under the Almgren–Chriss market impact model