Execution Risk
收藏NBER2006-04-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w12165
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资源简介：
Transaction costs in trading involve both risk and return. The return is associated with the cost of immediate execution and the risk is a result of price movements during a more gradual trading. The paper shows that the trade-off between risk and return in optimal execution should reflect the same
提供机构：
美国国家经济研究局
创建时间：
2006-04-01
