Discover open access scientific publications

Search, annotate, share and cite publications

Publications by Ka Wo Lau

Optimal Execution Strategy of Liquidation

SSRN Electronic Journal

English

Related publications

VWAP Execution as an Optimal Strategy

English

Optimal Liquidation Strategies

English

Optimal Liquidation in Dark Pools

SSRN Electronic Journal

English

Optimal Execution of Portfolio Transactions

Journal of Risk

English

Risk Aversion and the Dynamics of Optimal Liquidation Strategies in Illiquid Markets

Finance and Stochastics

English

Optimal Off-Exchange Execution With Closing Price

Journal of Mathematical Finance

English

Towards a Framework for Assessing IT Strategy Execution

Computer Networks

Human-Computer Interaction

English

Formulation of an Optimal Execution Problem With Market Impact

Proceedings of the ISCIE International Symposium on Stochastic Systems Theory and its Applications

English

Kant's Transcendental Deductions an Outline of Theor Strategy and Execution

Philosophy Research Archives

English