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allocation instructions
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integer allocation
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optimization
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pro-rata coefficient
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Vinte, Claudiu
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Theoretical and Applied Economics
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An Algoritm for the Alocation Optimization of Trading Executions
Vinte, Claudiu
- In:
Theoretical and Applied Economics
2(497)
(
2006
)
2(497)
,
pp. 65-70
proportionally on the accounts, based on the
allocation
instructions
(pro-rata basis); construct an initial solution, distributing …
Persistent link: https://www.econbiz.de/10005087802
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