Optimal execution of time-constrained portfolio transactions
Farid AitSahlia, Yuan-Chyuan Sheu, and Panos M. Pardalos
| Year of publication: |
2008
|
|---|---|
| Authors: | AitSahlia, Farid ; Sheu, Yuan-chyuan ; Pardalos, Panos M. |
| Published in: |
Computational methods in financial engineering : essays in honour of Manfred Gilli. - Berlin : Springer, ISBN 3-540-77957-4. - 2008, p. 95-102
|
| Subject: | Wertpapierhandel | Securities trading | Institutioneller Investor | Institutional investor | Börsenkurs | Share price | Terminplanung | Time scheduling | Dynamische Optimierung | Dynamic programming | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003669455