Journal of Financial Markets Vol. 5 No. 2 2002

Optimal slice of a VWAP trade

Hizuru Konishi

University of Tsukuba

DOI

10.1016/s1386-4181(01)00023-4

Volume

5

Issue

2

Pages

197-221

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 ✓