Author:
Cordoni Francesco,Lillo Fabrizio
Subject
General Earth and Planetary Sciences,General Environmental Science
Reference24 articles.
1. Optimal execution of portfolio transactions;R Almgren;Journal of Risk,2001
2. How markets slowly digest changes in supply and demand;J.-P Bouchaud;Handbook of Financial Markets: Dynamics and Evolution,2009
3. Fluctuations and response in financial markets: the subtle nature of 'random' price changes;J.-P Bouchaud;Quantitative Finance,2004
4. Predatory trading;M Brunnermeier;The Journal of Finance,2005
Cited by
1 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献