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~isPartOf:"Journal of risk management in financial institutions"
~subject:"Derivative"
~subject:"United States"
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Journal of risk management in financial institutions
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in Gronwald and Hintermann (eds) Emission Trading Systems as a Climate Policy Instrument - Evaluation and Prospects, MIT Press (Forthcoming)
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Market impact measurement of a VWAP trading algorithm
Fraenkle, Jan
;
Račev, Svetlozar T.
;
Scherrer, Christian
- In:
Journal of risk management in financial institutions
4
(
2010/11
)
3
,
pp. 254-274
Persistent link: https://www.econbiz.de/10009271188
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