"Trading with Concave Price Impact and Impact Decay - Theory and Evidence."

Natascha Hey et al. (2025)

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DOI: 10.1287/OPRE.2023.0620

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type: Journal Article

metadata version: 2025-07-04

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Natascha Hey, Iacopo Mastromatteo, Johannes Muhle-Karbe, Kevin Webster:
Trading with Concave Price Impact and Impact Decay - Theory and Evidence. Oper. Res. 73(3): 1230-1247 (2025)

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