Optimal Trade Execution and Absence of Price Manipulations in Limit Order Book Models (Q3580035)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Optimal Trade Execution and Absence of Price Manipulations in Limit Order Book Models |
scientific article; zbMATH DE number 5769048
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Optimal Trade Execution and Absence of Price Manipulations in Limit Order Book Models |
scientific article; zbMATH DE number 5769048 |
Statements
Optimal Trade Execution and Absence of Price Manipulations in Limit Order Book Models (English)
0 references
11 August 2010
0 references
Liquidity risk
0 references
optimal portfolio liquidation
0 references
block trade execution
0 references
limit order book
0 references
market impact model
0 references
price manipulation strategies
0 references
0.9488179
0 references
0.93374443
0 references
0.9178382
0 references
0.91724074
0 references
0.9060134
0 references
0.9043119
0 references
0.8945318
0 references
0.8931031
0 references
0.89128697
0 references
0.8875326
0 references
