Optimal Execution in a Market with Small Investors (Q3063873): Difference between revisions
From MaRDI portal
Set profile property. |
ReferenceBot (talk | contribs) Changed an Item |
||
| (One intermediate revision by one other user not shown) | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1080/13504860903415686 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W1980299209 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Optimal execution with nonlinear impact functions and trading-enhanced risk / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Market efficiency and the long-memory of supply and demand: is price impact variable and permanent or fixed and temporary? / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Optimal Liquidity Trading* / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Continuous Auctions and Insider Trading / rank | |||
Normal rank | |||
Latest revision as of 14:32, 3 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Execution in a Market with Small Investors |
scientific article |
Statements
Optimal Execution in a Market with Small Investors (English)
0 references
15 December 2010
0 references
optimal execution
0 references
impact function
0 references
general equilibrium
0 references
