Dynamic portfolio execution
Gerry Tsoukalas, Jiang Wang, Kay Giesecke
| Year of publication: |
2019
|
|---|---|
| Authors: | Tsoukalas, Gerry ; Wang, Jiang ; Giesecke, Kay |
| Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Catonsville, MD : INFORMS, ISSN 0025-1909, ZDB-ID 206345-1. - Vol. 65.2019, 5, p. 2015-2040
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| Subject: | portfolio management | market microstructure | limit order book | liquidity risk | market impact | programming | dynamic | quadratic | Portfolio-Management | Portfolio selection | Marktmikrostruktur | Market microstructure | Wertpapierhandel | Securities trading | Geld-Brief-Spanne | Bid-ask spread | Theorie | Theory | Marktliquidität | Market liquidity |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/mnsc.2017.2865 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012039722