Optimal trade execution under price-sensitive risk preferences
Author:
Publisher
Informa UK Limited
Subject
General Economics, Econometrics and Finance,Finance
Link
http://www.tandfonline.com/doi/pdf/10.1080/14697688.2012.762613
Reference12 articles.
1. Optimal execution of portfolio transactions
2. Optimal control of execution costs
3. Expected Idiosyncratic Skewness
4. Testing for Prudence and Skewness Seeking
5. Optimal trade execution: A mean quadratic variation approach
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