Last updated December, 3 2015 760.408 documents processed, 20.499.313 references and 8.066.571 citations

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Our data says that the document:

Marina, di Giacinto ; Tai-Ho, Wang ; Xue, Cheng. (2019) Optimal execution with dynamic risk adjustment.
In: Papers. RePEc:arx:papers:1901.00617.

Full description at Econpapers

cites:

Qihang Lin, Xi Chen, and Javier Peña. A trade execution model under a composite dynamic coherent risk measure. Operation Research Letters, 43(1), pp.52–58, 2015. 30 X. CHENG, M. DI GIACINTO AND T.-H. WANG

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