Optimal execution with weighted impact functions: a quadratic programming approach (Q1941201): Difference between revisions
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Revision as of 17:53, 21 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal execution with weighted impact functions: a quadratic programming approach |
scientific article |
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Optimal execution with weighted impact functions: a quadratic programming approach (English)
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12 March 2013
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risk aversion
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risk neutral
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quadratic programming
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trading strategy
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