Smoothing and parametric rules for stochastic mean-CVaR optimal execution strategy
Work
Year: 2013
Type: article
Source: Annals of Operations Research
Institutions Princeton University, University of Waterloo
Cites: 47
Cited by: 19
Related to: 10
FWCI: 2.124
Citation percentile (by year/subfield): 88.08
Field: Decision Sciences
Domain: Social Sciences
Sustainable Development Goal Peace, justice, and strong institutions
Open Access status: closed