Effective Trade Execution
Author:
Publisher
Elsevier BV
Reference11 articles.
1. Optimal Trading with Stochastic Liquidity and Volatility;Robert Almgren;Earlier version released as NYU Mathematics in Finance Working Paper,2009
2. Optimal Execution of Portfolio Transactions;Robert Almgren;Journal of Risk,2000
3. Equilibrium fast trading
4. High Frequency Trading and Market Quality
5. Optimal Trade Execution under Geometric Brownian Motion in the Almgren and Chriss Framework;Jim Gatheral;International Journal of Theoretical and Applied Finance,2011
Cited by 2 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
1. Predicting ETF liquidity;Australian Journal of Management;2023-01-10
2. A Data Science Pipeline for Algorithmic Trading: A Comparative Study of Applications for Finance and Cryptoeconomics;2022 IEEE International Conference on Blockchain (Blockchain);2022-08
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