Modelling optimal execution strategies for algorithmic trading
Virgil Damian (Bucharest University of Economic Studies, Romania)
| Year of publication: |
2015
|
|---|---|
| Authors: | Damian, Virgil |
| Published in: |
Theoretical and applied economics : GAER review. - Bucureşti : AGER, ISSN 1841-8678, ZDB-ID 2640970-7. - Vol. 22.2015, 4, p. 99-104
|
| Subject: | optimal execution strategies | algorithmic trading | cost of trading | order book | stochastic optimal control | stochastic differential systems | Wertpapierhandel | Securities trading | Elektronisches Handelssystem | Electronic trading | Algorithmus | Algorithm | Anlageverhalten | Behavioural finance | Stochastischer Prozess | Stochastic process | Mathematische Optimierung | Mathematical programming | Portfolio-Management | Portfolio selection | Kontrolltheorie | Control theory | Marktmikrostruktur | Market microstructure | Transaktionskosten | Transaction costs |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011559331