Improving VWAP strategies: A dynamic volume approach

Jedrzej Bialkowski, Serge Darolles and Gaelle Le Fol

Journal of Banking & Finance, 2008, vol. 32, issue 9, 1709-1722

Date: 2008
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Citations: View citations in EconPapers (39)

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Working Paper: Improving VWAP strategies: A dynamic volume approach (2008)
Working Paper: Improving VWAP strategies: A dynamic volume approach (2008)
Working Paper: Improving VWAP strategies: A dynamical volume approach (2006)
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