Optimal trade execution under price-sensitive risk...

Optimal trade execution under price-sensitive risk preferences

Ankirchner, Stefan, Kruse, Thomas
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Volume:
13
Language:
english
Journal:
Quantitative Finance
DOI:
10.1080/14697688.2012.762613
Date:
September, 2013
File:
PDF, 419 KB
english, 2013
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