Author:
DeMiguel Victor,Martin-Utrera Alberto,Nogales Francisco J.
Reference38 articles.
1. Execution Costs;R Almgren;Encyclopedia of Quantitative Finance,2008
2. Optimal Execution of Portfolio Transactions;R Almgren;Journal of Risk,2001
3. Optimal Control of Execution Costs;D Bertsimas;Journal of Financial Markets,1998
4. Positively Weighted Minimum-Variance Portfolios and the Structure of Asset Expected Returns;M J Best;The Journal of Financial and Quantitative Analysis,1992
5. The Portfolio Choice Problem: Comparison of Certainty Equivalence and Optimal Bayes Portfolios;S J Brown;Communications in Statistics -Simulation and Computation,1978
Cited by
3 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