Optimal Execution of Time-Constrained Portfolio Transactions

Author(s):  
Farid AitSahlia ◽  
Yuan-Chyuan Sheu ◽  
Panos M. Pardalos
Keyword(s):  
2013 ◽  
Author(s):  
James Eustace ◽  
Peter F. Pope ◽  
Stephen E. Satchell

2013 ◽  
Vol 25 (3) ◽  
pp. 640-672 ◽  
Author(s):  
David Easley ◽  
Marcos Lopez de Prado ◽  
Maureen O'Hara
Keyword(s):  

2011 ◽  
Vol 2 (1) ◽  
pp. 183-212 ◽  
Author(s):  
Silviu Predoiu ◽  
Gennady Shaikhet ◽  
Steven Shreve

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