Drift dependence of optimal trade execution strategies under transient price impact.
Resource URI: https://dblp.l3s.de/d2r/resource/publications/journals/fs/LorenzS13
Home
|
Example Publications
Property
Value
dcterms:
bibliographicCitation
<
http://dblp.uni-trier.de/rec/bibtex/journals/fs/LorenzS13
>
dc:
creator
<
https://dblp.l3s.de/d2r/resource/authors/Alexander_Schied
>
dc:
creator
<
https://dblp.l3s.de/d2r/resource/authors/Christopher_Lorenz
>
foaf:
homepage
<
http://dx.doi.org/doi.org%2F10.1007%2Fs00780-013-0211-x
>
foaf:
homepage
<
https://doi.org/10.1007/s00780-013-0211-x
>
dc:
identifier
DBLP journals/fs/LorenzS13
(xsd:string)
dc:
identifier
DOI doi.org%2F10.1007%2Fs00780-013-0211-x
(xsd:string)
dcterms:
issued
2013
(xsd:gYear)
swrc:
journal
<
https://dblp.l3s.de/d2r/resource/journals/fs
>
rdfs:
label
Drift dependence of optimal trade execution strategies under transient price impact.
(xsd:string)
foaf:
maker
<
https://dblp.l3s.de/d2r/resource/authors/Alexander_Schied
>
foaf:
maker
<
https://dblp.l3s.de/d2r/resource/authors/Christopher_Lorenz
>
swrc:
number
4
(xsd:string)
swrc:
pages
743-770
(xsd:string)
owl:
sameAs
<
http://bibsonomy.org/uri/bibtexkey/journals/fs/LorenzS13/dblp
>
owl:
sameAs
<
http://dblp.rkbexplorer.com/id/journals/fs/LorenzS13
>
rdfs:
seeAlso
<
http://dblp.uni-trier.de/db/journals/fs/fs17.html#LorenzS13
>
rdfs:
seeAlso
<
https://doi.org/10.1007/s00780-013-0211-x
>
dc:
title
Drift dependence of optimal trade execution strategies under transient price impact.
(xsd:string)
dc:
type
<
http://purl.org/dc/dcmitype/Text
>
rdf:
type
swrc:Article
rdf:
type
foaf:Document
swrc:
volume
17
(xsd:string)