Optimal Execution Strategy: An Agent-based Approach
Investors who want to execute large orders always have to trade-off between price effect and opportunity cost. The purpose of this research is to investigate an optimal way to execute such orders. In this research we consider the possibility of order types and the optimal trading strategy based on t...
| Main Authors: | , |
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| Format: | Article |
| Language: | fas |
| Published: |
University of Tehran
2017-07-01
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| Series: | تحقیقات مالی |
| Subjects: | |
| Online Access: | https://jfr.ut.ac.ir/article_64808_dcd363aef4e39af6195e8f0782c7b884.pdf |