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Optimal control of execution costs

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  • Bertsimas, Dimitris
  • Lo, Andrew W.

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  • Bertsimas, Dimitris & Lo, Andrew W., 1998. "Optimal control of execution costs," Journal of Financial Markets, Elsevier, vol. 1(1), pages 1-50, April.
    • Handle: RePEc:eee:finmar:v:1:y:1998:i:1:p:1-50
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