Optimal Portfolio Execution Strategies and Sensitivity to Price Impact Parameters (Q3586151)
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scientific article; zbMATH DE number 5779393
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| English | Optimal Portfolio Execution Strategies and Sensitivity to Price Impact Parameters |
scientific article; zbMATH DE number 5779393 |
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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0.91271347
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0.8914226
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0.8837879
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0.88182175
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0.87967867
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0.8781011
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0.87500286
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0.8737234
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