Liquidating large security positions strategically: a pragmatic and empirical approach
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Bibliographic InfoArticle provided by Springer in its journal Financial Markets and Portfolio Management.
Volume (Year): 23 (2009)
Issue (Month): 2 (June)
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Web page: http://www.springerlink.com/link.asp?id=119763
Optimal liquidation; Transaction costs; Market impact; Liquidity; G15;
Find related papers by JEL classification:
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
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