Optimal execution of portfolio transactions
Top Cited Papers
- 1 January 2001
- journal article
- Published by Infopro Digital Services Limited in Journal of Risk
- Vol. 3 (2) , 5-39
- https://doi.org/10.21314/jor.2001.041
Abstract
The authors consider the execution of portfolio transactions with the aim of minimizing a combination of volatility risk and..., Original Research, PortfolioKeywords
This publication has 0 references indexed in Scilit: