Concepedia

Optimal Order Execution

Optimal Order Execution is a trading strategy that specifies the precise timing, size, and routing of trades to minimize market impact, transaction costs, and execution risk while adhering to predefined constraints, thereby achieving the most efficient realization of a desired portfolio adjustment within the stochastic nature of financial markets.

146

Publications

7.8K

Citations

328

Authors

208

Institutions

Publications per year

2017–2026

42

Parents

Publications

146

Mapped weighted essentially non-oscillatory schemes: Achieving optimal order near critical points

Andrew K. Henrick, Tariq D. Aslam, Joseph M. Powers · Journal of Computational Physics · 2005 · 977 citations

, , +15

Resilient supplier selection and optimal order allocation under disruption risks

Seyedmohsen Hosseini, Nazanin Tajik, Dmitry Ivanov et al. · International Journal of Production Economics · 2019 · 411 citations

, , +16

Optimal Dynamic Order Submission Strategies in Some Stylized Trading Problems

Lawrence Harris · Financial Markets Institutions and Instruments · 1998 · 298 citations

, , +17

Inventory modelling for complex emergencies in humanitarian relief operations

Benita M. Beamon, Stephen A. Kotleba · International Journal of Logistics Research and Applications · 2006 · 291 citations · Full text

, , +17

The Newsvendor Problem and Price‐Only Contract When Bankruptcy Costs Exist

Panos Kouvelis, Wenhui Zhao · Production and Operations Management · 2010 · 281 citations

, , +15

1–5 of 146

Authors

328

  1. ÁC
    Álvaro Cartea

    University of Oxford, United Kingdom

    7 publications · 446 citations

    7

    h-index

  2. SJ
    Sebastian Jaimungal

    University of Toronto, Canada

    6 publications · 427 citations

    6

    h-index

  3. AS
    Alexander Schied

    University of Waterloo, Canada

    5 publications · 211 citations

    5

    h-index

  4. PK
    Peter Kratz

    Aix-Marseille Université, France

    4 publications · 168 citations

    4

    h-index

  5. NH
    Nikolaus Hautsch

    University of Vienna, Austria

    3 publications · 62 citations

    3

    h-index

1–5 of 328

Institutions

208

  1. University of Oxford

    Oxford, United Kingdom

    11 h-index

    16 publications

    949 citations

  2. Quantitative BioSciences

    Solana Beach, United States

    5 h-index

    5 publications

    132 citations

  3. University of Southern California

    Los Angeles, United States

    5 h-index

    5 publications

    622 citations

  4. University of Waterloo

    Waterloo, Canada

    5 h-index

    5 publications

    211 citations

  5. University of Toronto

    Toronto, Canada

    5 h-index

    5 publications

    360 citations

  6. Université Paris Cité

    Paris, France

    4 h-index

    8 publications

    294 citations

  7. Cornell University

    Ithaca, United States

    4 h-index

    8 publications

    119 citations

  8. UNSW Sydney

    Sydney, Australia

    3 h-index

    4 publications

    77 citations

1–8 of 208

Venues

  1. SSRN Electronic Journal

    Repository · 25 publications · 832 citations

    17

    h-index

  2. International Journal of Production Economics

    6 publications · 638 citations

    6

    h-index

  3. Mathematical Finance

    6 publications · 416 citations

    6

    h-index

  4. SIAM Journal on Financial Mathematics

    4 publications · 300 citations

    4

    h-index

  5. International Journal of Production Research

    4 publications · 87 citations

    4

    h-index

1–5