"Optimal execution with dynamic risk adjustment."

Xue Cheng, Marina Di Giacinto, Tai-Ho Wang (2019)

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DOI: 10.1080/01605682.2019.1644143

access: closed

type: Journal Article

metadata version: 2025-01-19

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Xue Cheng, Marina Di Giacinto, Tai-Ho Wang:
Optimal execution with dynamic risk adjustment. J. Oper. Res. Soc. 70(10): 1662-1677 (2019)

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