bibtype	J - Journal Article
ARLID	0086424
utime	20240103184503.4
mtime	20071002235959.9
title (primary) (eng)	On Uselessness of Limit Orders
specification	page_count 13 s.
serial	ARLID cav_un_epca*0293025 ISSN 1212-074X title Bulletin of the Czech Econometric Society volume_id 2007 volume 24 (2007) page_num 45-57
title (cze)	O neužitečnosti limitních objednávek
keyword	market microstructure
keyword	limit order market
keyword	portfolio selection
author (primary)	ARLID cav_un_auth*0101206 name1 Šmíd name2 Martin institution UTIA-B full_dept Department of Econometrics fullinstit Ústav teorie informace a automatizace AV ČR, v. v. i.
cas_special	project project_id GD402/03/H057 agency GA ČR ARLID cav_un_auth*0010985 project project_id GA402/07/1113 agency GA ČR ARLID cav_un_auth*0228801 project project_id GA402/06/1417 agency GA ČR country CZ ARLID cav_un_auth*0213949 research CEZ:AV0Z10750506 abstract (eng) We examine the continuous time portfolio selection problem involving limit orders. We show that this problem reduces to the problem without limit orders given that the investor trades continuously. abstract (cze) V práci je zkoumána úloha výběru portfolia na trhu s limitními objednávkami ve spojitém čase. Je ukázáno, že pokud je dovoleno obchodovat v libovolném čase, tato úloha se redukuje na odpovícající úlohu bez limitních objednávek. reportyear 2008 RIV AH permalink http://hdl.handle.net/11104/0148695 arlyear 2007 mrcbU63 cav_un_epca*0293025 Bulletin of the Czech Econometric Society 1212-074X Roč. 2007 č. 24 2007 45 57