A guided tour of new results on ``trade execution in illiquid markets'' (Q977311): Difference between revisions
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| Property / DOI: 10.1007/s11857-010-0106-2 / rank | |||
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| Property / MaRDI profile type: MaRDI publication profile / rank | |||
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| Property / full work available at URL: https://doi.org/10.1007/s11857-010-0106-2 / rank | |||
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| Property / OpenAlex ID: W2064063023 / rank | |||
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| Property / cites work: Optimal execution with nonlinear impact functions and trading-enhanced risk / rank | |||
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| Property / cites work: Risk aversion and the dynamics of optimal liquidation strategies in illiquid markets / rank | |||
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| Property / cites work: Optimal Basket Liquidation for CARA Investors is Deterministic / rank | |||
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| Property / DOI: 10.1007/S11857-010-0106-2 / rank | |||
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Latest revision as of 10:57, 10 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A guided tour of new results on ``trade execution in illiquid markets'' |
scientific article |
Statements
A guided tour of new results on ``trade execution in illiquid markets'' (English)
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21 June 2010
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dynamic portfolio liquidation
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asset price
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transaction costs
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illiquid markets
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