@article{liquiditystresstestingusingoptimal,
  title = {Liquidity Stress Testing using Optimal Portfolio Liquidation},
  author = {Mike Weber and Iuliia Manziuk and Bastien Baldacci},
  year = {2021},
  eprint = {2102.02877},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2102.02877v1},
}