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Optimal Trade Execution Strategy and Implementation with Deterministic Market Impact Parameters

Ying Chen et al.

Applied Mathematical Finance2025https://doi.org/10.1080/1350486x.2025.2537932article
AJG 2ABDC B
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https://doi.org/https://doi.org/10.1080/1350486x.2025.2537932

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@article{ying2025,
  title        = {{Optimal Trade Execution Strategy and Implementation with Deterministic Market Impact Parameters}},
  author       = {Ying Chen et al.},
  journal      = {Applied Mathematical Finance},
  year         = {2025},
  doi          = {https://doi.org/https://doi.org/10.1080/1350486x.2025.2537932},
}

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Optimal Trade Execution Strategy and Implementation with Deterministic Market Impact Parameters

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Evidence weight

0.50

Balanced mode · F 0.40 / M 0.15 / V 0.05 / R 0.40

F · citation impact0.50 × 0.4 = 0.20
M · momentum0.50 × 0.15 = 0.07
V · venue signal0.50 × 0.05 = 0.03
R · text relevance †0.50 × 0.4 = 0.20

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