Dynamic trading policies with price impact

Journal of Economic Dynamics and Control

Volumn 29, Issue 5, 2005, Pages 891-930

  He, Hua ^a   Mamaysky, Harry ^b,c  

^a LEHMAN BROTHERS   (United States)

^b MORGAN STANLEY   (United States)

^c YALE SCHOOL OF MANAGEMENT   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 17144386883     PISSN: 01651889     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jedc.2004.03.005     Document Type: Article

References (18)

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