Optimal execution in Hong Kong given a market-on-close benchmark
Year of publication: |
April 2018
|
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Authors: | Frei, Christoph ; Westray, Nicholas |
Published in: |
Quantitative finance. - Abingdon [u.a.] : Routledge, ISSN 1469-7688, ZDB-ID 2055458-8. - Vol. 18.2018, 4, p. 655-671
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Subject: | Optimal trade execution | Hong Kong exchange | Median benchmark | Algorithmic trading | Hongkong | Hong Kong | Benchmarking | Elektronisches Handelssystem | Electronic trading | Wertpapierhandel | Securities trading | Portfolio-Management | Portfolio selection |
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