Cross-Sectional Variation of Intraday Liquidity, Cross-Impact, and Their Effect on Portfolio Execution (Q5080647)
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scientific article; zbMATH DE number 7534821
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Cross-Sectional Variation of Intraday Liquidity, Cross-Impact, and Their Effect on Portfolio Execution |
scientific article; zbMATH DE number 7534821 |
Statements
Cross-Sectional Variation of Intraday Liquidity, Cross-Impact, and Their Effect on Portfolio Execution (English)
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31 May 2022
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financial engineering
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portfolio management
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optimal execution
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market microstructure
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market impact
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factor model
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