Algorithmic Trading, Optimal Execution, and Dynamic Portfolios
Petter N. Kolm, Lee Maclin
| Year of publication: |
2012
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|---|---|
| Authors: | Kolm, Petter N. ; Maclin, Lee |
| Published in: |
The Oxford handbook of quantitative asset management. - Oxford : Oxford University Press, ISBN 978-0-19-174408-2. - 2012
|
| Subject: | Portfolio-Management | Portfolio selection | Theorie | Theory | Elektronisches Handelssystem | Electronic trading | Wertpapierhandel | Securities trading | Anlageverhalten | Behavioural finance | Algorithmus | Algorithm | Mathematische Optimierung | Mathematical programming |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Other identifiers: | 10.1093/oxfordhb/9780199553433.013.0017 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012882300