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dcterms:bibliographicCitation <http://dblp.uni-trier.de/rec/bibtex/journals/anor/KrokhmalU07>
dc:creator <https://dblp.l3s.de/d2r/resource/authors/Pavlo_A._Krokhmal>
dc:creator <https://dblp.l3s.de/d2r/resource/authors/Stan_Uryasev>
foaf:homepage <http://dx.doi.org/doi.org%2F10.1007%2Fs10479-006-0143-3>
foaf:homepage <https://doi.org/10.1007/s10479-006-0143-3>
dc:identifier DBLP journals/anor/KrokhmalU07 (xsd:string)
dc:identifier DOI doi.org%2F10.1007%2Fs10479-006-0143-3 (xsd:string)
dcterms:issued 2007 (xsd:gYear)
swrc:journal <https://dblp.l3s.de/d2r/resource/journals/anor>
rdfs:label A sample-path approach to optimal position liquidation. (xsd:string)
foaf:maker <https://dblp.l3s.de/d2r/resource/authors/Pavlo_A._Krokhmal>
foaf:maker <https://dblp.l3s.de/d2r/resource/authors/Stan_Uryasev>
swrc:number 1 (xsd:string)
swrc:pages 193-225 (xsd:string)
owl:sameAs <http://bibsonomy.org/uri/bibtexkey/journals/anor/KrokhmalU07/dblp>
owl:sameAs <http://dblp.rkbexplorer.com/id/journals/anor/KrokhmalU07>
rdfs:seeAlso <http://dblp.uni-trier.de/db/journals/anor/anor152.html#KrokhmalU07>
rdfs:seeAlso <https://doi.org/10.1007/s10479-006-0143-3>
dc:subject Optimal trading; Market impact; Stochastic programming; Sample paths (xsd:string)
dc:title A sample-path approach to optimal position liquidation. (xsd:string)
dc:type <http://purl.org/dc/dcmitype/Text>
rdf:type swrc:Article
rdf:type foaf:Document
swrc:volume 152 (xsd:string)