SSRNTrading, Microstructure & Execution
Optimal Execution Strategies Incorporating Internal Liquidity
The paper introduces a new algorithmic execution model that combines interbank limit and market orders with internal liquidity, aiming to reduce market impact and enhance execution efficiency.
Featured in No. 80 on 1 Jan 2025 · 4 days after release
- Released
- 28 Dec 2024
- First featured
- No. 80 · 1 Jan 2025
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 3
- Identifier
- SSRN 5074405
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).