DOI
stands for Digital Object Identifier
(
D
igital
O
bject
I
dentifier
)
,
and is the unique identifier for objects on the internet. It can be used to create persistent link and to cite articles.
Using DOI as a persistent link
To create a persistent link, add「http://dx.doi.org/」
「
http://dx.doi.org/
」
before a DOI.
For instance, if the DOI of an article is
10.5297/ser.1201.002
, you can link persistently to the article by entering the following link in your browser:
http://dx.doi.org/
10.5297/ser.1201.002
。
The DOI link will always direct you to the most updated article page no matter how the publisher changes the document's position, avoiding errors when engaging in important research.
Cite a document with DOI
When citing references, you should also cite the DOI if the article has one. If your citation guideline does not include DOIs, you may cite the DOI link.
DOIs allow accurate citations, improve academic contents connections, and allow users to gain better experience across different platforms. Currently, there are more than 70 million DOIs registered for academic contents. If you want to understand more about DOI, please visit airiti DOI Registration ( doi.airiti.com ) 。
Portfolio selection under optimal execution strategies : considering liquidity risk
林琨哲 , Masters Advisor:江彌修;黃俊仁
繁體中文


- (1) Almgren, Robert and Neil Chriss,(2000) “Optimal Execution of Portfolio Transactions,” Journal of Risk, 3, pp 5-39.
連結: - (2) Almgren, Robert,(2003) “Optimal Execution with Nonlinear Impact Functions and Tradingenhanced Risk”, Applied Mathematical Finance, 10,pp1-18.
連結: - (3) Beckers, S. E., & Vaughan, G. (2001). Small is beautiful. Journal of Portfolio Management, 27(4), pp9-17.
連結: - (4) Bertsimas,D., A.W. Lo,(1998) “Optimal control of execution costs”, Journal of Finance Markets, 1, pp1-50.
連結: - (5) Chan,L.K.C., J.Lakonishok, (1995) “The Behavior of Stock Prices around Institutional Trades”, Journal of Finance, 50, pp1147-1174.
連結: