Optimal Execution in a Market with Small Investors (Q3063873): Difference between revisions
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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: Market efficiency and the long-memory of supply and demand: is price impact variable and permanent or fixed and temporary? / rank | |||
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| Property / cites work: Optimal Liquidity Trading* / rank | |||
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| Property / cites work: Continuous Auctions and Insider Trading / rank | |||
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Latest revision as of 13:32, 3 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Execution in a Market with Small Investors |
scientific article |
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Optimal Execution in a Market with Small Investors (English)
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15 December 2010
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optimal execution
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impact function
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general equilibrium
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