✦ LIBER ✦

Optimal control of execution costs

✍ Scribed by Dimitris Bertsimas; Andrew W. Lo

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Execution Costs of Institutional Equity

✍ Charles M. Jones; Marc L. Lipson 📂 Article 📅 1999 🏛 Elsevier Science 🌐 English ⚖ 70 KB

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Optimal control with a cost on changing

✍ K. L. Teo; L. S. Jennings 📂 Article 📅 1991 🏛 Springer 🌐 English ⚖ 985 KB

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✍ N.D. Eckhoff; L.T. Fan; W.R. Kimel 📂 Article 📅 1967 🏛 Elsevier Science ⚖ 280 KB

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A practical framework for estimating tra

✍ Robert Kissell; Morton Glantz; Roberto Malamut 📂 Article 📅 2004 🏛 Elsevier Science 🌐 English ⚖ 283 KB