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"Optimal execution with weighted impact functions: a quadratic programming ..."

Reshma Khemchandani et al. (2013)

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DOI: 10.1007/S11590-012-0441-4

access: closed

type: Journal Article

metadata version: 2020-07-03

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  - journals/ol/KhemchandaniGCC13
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  - https://dblp.org/rec/journals/ol/KhemchandaniGCC13
Reshma Khemchandani, Nishil Gupta, Arpit Chaudhary, Suresh Chandra:
Optimal execution with weighted impact functions: a quadratic programming approach. Optim. Lett. 7(3): 575-592 (2013)

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