Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"optimal order placement"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Mathematical programming
2
Mathematische Optimierung
2
Securities trading
2
Theorie
2
Theory
2
Wertpapierhandel
2
Bid-ask spread
1
Börsenkurs
1
Geld-Brief-Spanne
1
Limit order book
1
Liquidity
1
Liquidität
1
Market liquidity
1
Market microstructure
1
Marktliquidität
1
Marktmikrostruktur
1
Mean Reversion
1
Mean reversion
1
Portfolio selection
1
Portfolio-Management
1
Share price
1
liquidity cost
1
market order
1
mean reversion
1
momentum indicator
1
optimal execution problem
1
optimal multiple stopping
1
optimal order placement
1
optimal order placement problem
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Lee, Hyoeun
1
Lee, Kiseop
1
Yam, Sheung Chi Phillip
1
Zhou, W.
1
Published in...
All
International journal of financial engineering
1
Mathematics of operations research
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Optimal execution with liquidity risk in a diffusive order book market
Lee, Hyoeun
;
Lee, Kiseop
- In:
International journal of financial engineering
10
(
2023
)
3
,
pp. 1-32
Persistent link: https://www.econbiz.de/10014444510
Saved in:
2
Optimal liquidation of child limit orders
Yam, Sheung Chi Phillip
;
Zhou, W.
- In:
Mathematics of operations research
42
(
2017
)
2
,
pp. 517-545
Persistent link: https://www.econbiz.de/10011684536
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
