"A trade execution model under a composite dynamic coherent risk measure."

Qihang Lin, Xi Chen, Javier Peña (2015)

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DOI: 10.1016/J.ORL.2014.11.005

access: closed

type: Journal Article

metadata version: 2024-08-13

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Qihang Lin, Xi Chen, Javier Peña:
A trade execution model under a composite dynamic coherent risk measure. Oper. Res. Lett. 43(1): 52-58 (2015)

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