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  • Search: subject:"Optimal order execution"
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Year of publication
Subject
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Optimal order execution 6 optimal order execution 5 Liquidity 3 Securities trading 3 Theorie 3 Theory 3 Wertpapierhandel 3 limit order book 3 Bid-ask spread 2 Börsenkurs 2 Geld-Brief-Spanne 2 Limit order book 2 Manipulation 2 Order-splitting 2 Share price 2 Speculation 2 Spekulation 2 Trading 2 liquidity 2 price manipulation 2 transaction-triggered price manipulation 2 Almgren-Chriss model 1 Anlageverhalten 1 Behavioural finance 1 Börsenmakler 1 Dynamic learning 1 Financial investment 1 Game theory 1 HFT 1 Handelsvolumen der Börse 1 Kapitalanlage 1 Learning process 1 Lernprozess 1 Liquidität 1 Market impact model 1 Market liquidity 1 Market microstructure 1 Marktliquidität 1 Marktmikrostruktur 1 Nash equilibrium 1
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Online availability
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Free 3 Undetermined 3
Type of publication
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Article 9 Book / Working Paper 2
Type of publication (narrower categories)
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Article in journal 7 Aufsatz in Zeitschrift 7
Language
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English 7 Undetermined 4
Author
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Schied, Alexander 3 Choi, Jin Hyuk 2 Larsen, Kasper 2 Lorenz, Christopher 2 Seppi, Duane J. 2 Wang, Jiang 2 Alfonsi, Aurélien 1 Bławat, Bogusław 1 Chen, Xiao 1 Cont, Rama 1 Fruth, Antje 1 Infante, Arturo 1 Kukanov, Arseniy 1 Obizhaeva, Anna A. 1 Obižaeva, Anna 1 Schöneborn, Torsten 1 Urusov, Mikhail 1
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Institution
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HAL 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
Published in...
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Applied mathematical finance 2 Finance and Stochastics 1 Finance and stochastics 1 Journal of Financial Markets 1 Journal of financial economics 1 Journal of financial markets 1 MPRA Paper 1 Mathematical finance : an international journal of mathematics, statistics and financial theory 1 Mathematics and financial economics 1 Working Papers / HAL 1
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Source
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ECONIS (ZBW) 7 RePEc 4
Showing 11 - 11 of 11
Cover Image
Robust strategies for optimal order execution in the Almgren-Chriss framework
Schied, Alexander - In: Applied mathematical finance 20 (2013) 3/4, pp. 264-286
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010187665
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