Work

Optimal Portfolio Execution Using Market and Limit Orders

Year: 2012

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.1977553

Author: Robert Huitema

Institution: University of Zurich

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2228071580

Cites: 40

Cited by: 25

Related to: 10