SSRNTrading, Microstructure & Execution
Optimal Trading with Costs and Predictability
It establishes optimal trading rules for multiple assets with predictable returns, showing performance benefits through simulations.
Featured in No. 124 on 28 Dec 2025 ·
- Released
- 4 Jun 2023
- First featured
- No. 124 · 28 Dec 2025
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 630
- Identifier
- SSRN 4466658
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).