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~person:"Białkowski, Je̜drzej"
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Improving VWAP strategies : a dynamic volume approach
Białkowski, Je̜drzej
;
Darolles, Serge
;
LeFol, Gaëlle
- In:
Journal of banking & finance
32
(
2008
)
9
,
pp. 1709-1722
Persistent link: https://www.econbiz.de/10003774720
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2
Decomposing volume for VWAP strategies
Białkowski, Je̜drzej
;
Darolles, Serge
;
LeFol, Gaëlle
-
2005
Persistent link: https://www.econbiz.de/10003230687
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