%0 Journal Article %1 journals/anor/MoazeniCL16 %A Moazeni, Somayeh %A Coleman, Thomas F. %A Li, Yuying %D 2016 %J Ann. Oper. Res. %K dblp %N 1-2 %P 99-120 %T Smoothing and parametric rules for stochastic mean-CVaR optimal execution strategy. %U http://dblp.uni-trier.de/db/journals/anor/anor237.html#MoazeniCL16 %V 237

@article{journals/anor/MoazeniCL16, added-at = {2023-10-24T00:00:00.000+0200}, author = {Moazeni, Somayeh and Coleman, Thomas F. and Li, Yuying}, biburl = {https://www.bibsonomy.org/bibtex/2254ec0701ea65a82d39b73f3d740aeb6/dblp}, ee = {https://doi.org/10.1007/s10479-013-1391-7}, interhash = {2cf8f92c4e28e15f3a368b25a033c0c1}, intrahash = {254ec0701ea65a82d39b73f3d740aeb6}, journal = {Ann. Oper. Res.}, keywords = {dblp}, number = {1-2}, pages = {99-120}, timestamp = {2024-04-08T10:56:56.000+0200}, title = {Smoothing and parametric rules for stochastic mean-CVaR optimal execution strategy.}, url = {http://dblp.uni-trier.de/db/journals/anor/anor237.html#MoazeniCL16}, volume = 237, year = 2016 }