Modelling Transaction Costs when Trades May Be Crowded: A Bayesian Network Approach
Brière, Marie; Lehalle, Charles Albert; Nefedova, Tamara; Raboun, Amine (2019), Modelling Transaction Costs when Trades May Be Crowded: A Bayesian Network Approach, International Conference on Fintech & Financial Data Science, 2019-09, Dublin, Ireland
Type
Communication / ConférenceDate
2019Conference title
International Conference on Fintech & Financial Data ScienceConference date
2019-09Conference city
DublinConference country
IrelandMetadata
Show full item recordAuthor(s)
Brière, MarieLaboratoire d'Economie de Dauphine [LEDa]
Lehalle, Charles Albert
Department of Mathematics [Imperial College London]
Nefedova, Tamara
Dauphine Recherches en Management [DRM]
Raboun, Amine
Université Paris sciences et lettres [PSL]
Subjects / Keywords
Trading Costs; LiquidityRelated items
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Brière, Marie; Lehalle, Charles Albert; Nefedova, Tamara; Raboun, Amine (2020) Chapitre d'ouvrage
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Brière, Marie; Lehalle, Charles-Albert; Nefedova, Tamara; Raboun, Amine (2019) Document de travail / Working paper
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Brière, Marie; Lehalle, Charles-Albert; Nefedova, Tamara; Raboun, Amine (2020) Communication / Conférence
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Nefedova, Tamara; Brière, Marie; Lehalle, C.-A.; Raboun, Amine (2019) Communication / Conférence
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