Optimal Execution Strategy with Linear Price Impact Functions
Year of publication: |
2007
|
---|---|
Authors: | Hibiki, Norio |
Published in: |
Journal of the Operations Research Society of Japan : JORSJ. - Tokyo : Soc., ISSN 0453-4514, ZDB-ID 715544x. - 2007, SPECI, p. 122
|
Saved in:
Saved in favorites
Similar items by person
-
Multi-period stochastic optimization models for dynamic asset allocation
Hibiki, Norio, (2006)
-
Hibiki, Norio, (1999)
-
Multi-period stochastic optimization models for dynamic asset allocation
Hibiki, Norio, (2006)
- More ...