viai957 / Optimal-Portfolio-TransactionsView external linksLinks
We consider the execution of portfolio transactions with the aim of minimizing a combination of risk and transaction costs arising from permanent and temporary market impact. As an example, assume that you have a certain number of stocks that you want to sell within a given time frame. If you place this sell order directly to the market as it is…
☆41Jun 25, 2024Updated last year
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