Optimal Trade Execution and Absence of Price Manipulations in Limit Order Book Models (Q3580035)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Trade Execution and Absence of Price Manipulations in Limit Order Book Models |
scientific article |
Statements
Optimal Trade Execution and Absence of Price Manipulations in Limit Order Book Models (English)
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11 August 2010
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Liquidity risk
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optimal portfolio liquidation
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block trade execution
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limit order book
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market impact model
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price manipulation strategies
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