112 avenue Kléber
Linh Trung ward, Thu Duc district
Ho Chi Minh, 10001
JVN Institute, VNU-HCM
in Total Papers Downloads
VWAP, short-term prediction, trading envelopes
optimal liquidation, on-line optimization, VWAP, IS, PVOL, slippage
transient impact, optimal trading, JG model, mean-variance optimization
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