Optimal execution strategy and liquidity adjusted value-at-risk

被引：5
|
作者：
Jin, Yasong [1 ]
机构：
[1] Capital One, 299 Pk Ave, New York, NY 10171 USA
来源：
QUANTITATIVE FINANCE | 2017年 / 17卷 / 08期
关键词：
D O I：
10.1080/14697688.2016.1275752
中图分类号：
F8 [财政、金融];
学科分类号：
0202 ;
摘要：
[No abstract available]
引用
收藏
页码：1147 / 1157
页数：11
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