Work

Optimal slice of a VWAP trade

Year: 2002

Type: article

Source: Journal of Financial Markets

DOI: 10.1016/s1386-4181(01)00023-4

Author: Hizuru Konishi

Institution: University of Tsukuba

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2011903355

FWCI: 0.547

Cites: 13

Cited by: 71

Related to: 10