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Title: Fair distribution of stock exchange securities among customers. A clearance optimization application.
Keywords: Financial engineering
Integer Linear Programming
JEL Classification: C61, C63, C88, D74
Issue Date: 20-May-2010
Publisher: The Journal of Financial Decision Making June 2010 ,,
Abstract: Abstract We present how a standard task in the clearance of financial brokers can find new creative, integer optimization, computerized solutions. The broker makes wholesome massive transactions of Stock Exchange securities and then wants to distribute them in a fair way to the retail customers, so that each one has almost the same average price of buying or selling.
Appears in Collections:Δημοσιεύσεις σε Περιοδικά

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