Work

Optimal Trading with Speed-Dependent Transaction Cost Rates: A Flexible Framework

Year: 2025

Type: article

Source: Operations Research

DOI: 10.1287/opre.2022.0160

Authors: Hong Liu, Shuaijie Qian, Jing Xu

Institutions: Washington University in St. Louis, Hong Kong University of Science and Technology, Renmin University of China

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W4413242903

FWCI:

Cites: 45

Cited by:

Related to: 10