Optimal Execution of Time-Constrained Portfolio Transactions
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Publisher
Springer Berlin Heidelberg
Link
http://link.springer.com/content/pdf/10.1007/978-3-540-77958-2_5.pdf
Reference10 articles.
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3. Birinyi, L.: 1995, What does institutional trading cost?, Birinyi Associates.
4. Chan, L. and Lakonishok, J.: 1995, The behavior of stock prices around institutional trades, Journal of Finance 50, 1147–1174.
5. Keim, D. and Madhavan, A.: 1995, Anatomy of the trading process: empirical evidence on the behavior of institutional traders, Journal of Financial Economics 37(3), 371–398.
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