Mean–Variance Optimal Adaptive Execution (Q2889596)

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Mean–Variance Optimal Adaptive Execution
scientific article

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    title
    Mean–Variance Optimal Adaptive Execution (English)
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    author
    Julian Lorenz
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    Robert Almgren
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    publication date
    8 June 2012
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    Identifiers

    zbMATH DE Number
    6043666
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