Optimal trade execution with uncertain volume target
Julien Vaes and Raphael Hauser
| Year of publication: |
2022
|
|---|---|
| Authors: | Vaes, Julien ; Hauser, Raphael A. |
| Published in: |
The journal of computational finance. - London : Infopro Digital Risk, ISSN 1460-1559, ZDB-ID 1433009-X. - Vol. 26.2022, 1, p. 37-80
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| Subject: | trading strategy | transactions costs | volume uncertainty | risk-aversion | conditional value-at-risk (CVaR) | Transaktionskosten | Transaction costs | Risiko | Risk | Risikomaß | Risk measure | Portfolio-Management | Portfolio selection | Theorie | Theory | Handelsvolumen der Börse | Trading volume | Wertpapierhandel | Securities trading | Risikoaversion | Risk aversion | Anlageverhalten | Behavioural finance | Entscheidung unter Unsicherheit | Decision under uncertainty |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.21314/JCF.2022.018 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014546277