Improving VWAP strategies: A dynamic volume approach
Year of publication: |
2008
|
---|---|
Authors: | Białkowski, Jędrzej ; Darolles, Serge ; Le Fol, Gaëlle |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 7529053. - Vol. 32.2008, 9, p. 1709-1722
|
Saved in:
Saved in favorites
Similar items by person
-
Improving VWAP strategies: A dynamic volume approach
Białkowski, Jędrzej, (2008)
-
Decomposing Volume for VWAP Strategies
Bialkowski, Jedrzej, (2005)
-
Improving VWAP strategies: A dynamic volume approach
Bialkowski, Jedrzej, (2008)
- More ...