Subject
Information Systems and Management,Management Science and Operations Research,Modeling and Simulation,General Computer Science,Industrial and Manufacturing Engineering
Reference46 articles.
1. Algorithms for portfolio management based on the newton method;Agarwal,2006
2. Constrained portfolio liquidation in a limit order book model;Alfonsi,2008
3. Optimal execution strategies in limit order books with general shape functions;Alfonsi;Quantitative Finance,2010
4. Optimal execution of portfolio transactions;Almgren;Journal of Risk,2000
5. Statistical arbitrage in the us equities market;Avellaneda;Quantitative Finance,2010
Cited by
18 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