Optimal Portfolio Execution Strategies and Sensitivity to Price Impact Parameters (Q3586151)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Portfolio Execution Strategies and Sensitivity to Price Impact Parameters |
scientific article |
Statements
Optimal Portfolio Execution Strategies and Sensitivity to Price Impact Parameters (English)
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6 September 2010
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price impact
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execution cost problem
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estimation error
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sensitivity analysis
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