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Dealing with the Inventory Risk
(2011) Document de travail / Working paper
Optimal Portfolio Liquidation with Limit Orders
(2011) Document de travail / Working paper
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AuthorGuéant, Olivier (2)Lehalle, Charles-Albert (2)
Tapia, Joaquin Fernandez (2)
SubjectInventory (1)liquidation (1)Portfolio (1)Risk (1)Stocks (1)Trading process (1)... Plus d'optionsDate Issued
2011 (2)
Type de document
Document de travail / Working paper (2)