Optimal execution with weighted impact functions: a...

Optimization Letters 2013 / 03 Vol. 7; Iss. 3

Optimal execution with weighted impact functions: a quadratic programming approach

Reshma Khemchandani, Nishil Gupta, Arpit Chaudhary, Suresh Chandra
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Volume:
7
Language:
english
DOI:
10.1007/s11590-012-0441-4
Date:
March, 2013
File:
PDF, 366 KB
english, 2013
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