Researchr is a web site for finding, collecting, sharing, and reviewing scientific publications, for researchers by researchers.
Sign up for an account to create a profile with publication list, tag and review your related work, and share bibliographies with your co-authors.
Somayeh Moazeni, Thomas F. Coleman, Yuying Li. Optimal Portfolio Execution Strategies and Sensitivity to Price Impact Parameters. SIAM Journal on Optimization, 20(3):1620-1654, 2010. [doi]
Abstract is missing.