Optimal execution : a review

Ryan Donnelly

Year of publication:	2022
Authors:	Donnelly, Ryan
Subject:	Algorithmic trading \| price impact \| stochastic optimization \| Wertpapierhandel \| Securities trading \| Theorie \| Theory \| Elektronisches Handelssystem \| Electronic trading \| Marktmikrostruktur \| Market microstructure \| Stochastischer Prozess \| Stochastic process \| Mathematische Optimierung \| Mathematical programming \| Börsenkurs \| Share price \| Algorithmus \| Algorithm \| Portfolio-Management \| Portfolio selection

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