Optimal execution with nonlinear impact functions and trading-enhanced risk (Q4449551): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
ReferenceBot (talk | contribs) Changed an Item |
||
| Property / cites work | |||
| Property / cites work: Coherent Measures of Risk / 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 14:48, 6 June 2024
scientific article; zbMATH DE number 2040335
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal execution with nonlinear impact functions and trading-enhanced risk |
scientific article; zbMATH DE number 2040335 |
Statements
Optimal execution with nonlinear impact functions and trading-enhanced risk (English)
0 references
11 February 2004
0 references
Market Impact, Trading Strategy, Liquidity Modeling
0 references
