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[IEEE 2010 8th World Congress on Intelligent Control and Automation (WCICA 2010) - Jinan, China (2010.07.7-2010.07.9)] 2010 8th World Congress on Intelligent Control and Automation - Optimal liquidation strategy for an institutional investor holding N kinds of stocks
Guixia Chen,, Xiuhong Wang,Year:
2010
DOI:
10.1109/wcica.2010.5553856
File:
PDF, 718 KB
2010