The paper Portfolio liquidation under transient price impact - theoretical solution and implementation with 100 NASDAQ stocks by Ying Chen, Ulrich Horst and Hoang Hai Tran is now available for download.
The paper Portfolio liquidation under transient price impact - theoretical solution and implementation with 100 NASDAQ stocks by Ying Chen, Ulrich Horst and Hoang Hai Tran is now available for download.