Journal of Financial Markets Vol. 1 No. 1 1998

Optimal control of execution costs

Dimitris Bertsimas¹; Andrew W. Lo²

¹ Operations Research Department, Sloan School of Management, MIT, Cambridge, MA 02142–1347, USA · ² Sloan School of Management, MIT, Cambridge, MA 02142–1347, USA

DOI

10.1016/s1386-4181(97)00012-8

Volume

1

Issue

1

Pages

1-50

Language

en

Sources

openalex crossref

Cite

APA 7 MLA 9 Chicago (author–date) Harvard Elsevier Harvard (JFE, JBF…) The Accounting Review Academy of Management American Marketing Association INFORMS (Management Science) Copy citation Copied ✓