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nmdang's Bertsimas [2 articles]

Recent papers posted to nmdang's library by the author Bertsimas. You can also see everyone's Bertsimas.
  • Optimal control of execution costs
    Journal of Financial Markets, Vol. 1, No. 1. (30 April 1998), pp. 1-50.
    by Dimitris Bertsimas, Andrew W Lo
    posted to optimal-trading by nmdang on 2008-05-09 11:40:29 as **
  • Optimal Control of Execution Costs for Portfolios
    Computing in Science and Engg., Vol. 1, No. 6. (November 1999), pp. 40-53.
    by Dimitris Bertsimas, Andrew W Lo, Paul Hummel
    posted to optimal-control by nmdang on 2007-12-28 16:06:37 as read along with 1 person Scis0000002
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