Optimal execution of portfolio transactions
Robert Almgren; Neil Chriss
| Year of publication: |
2004
|
|---|---|
| Authors: | Almgren, Robert ; Chriss, Neil |
| Published in: |
Innovations in risk management : seminal papers from the Journal of Risk. - London : Risk Books, ISBN 1-904339-28-X. - 2004, p. 375-416
|
| Subject: | Portfolio-Management | Portfolio selection | Theorie | Theory | Transaktionskosten | Transaction costs |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Notes: | Literaturangaben |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002600536