@article {IOPORT.50061587,
    author       = {Moazeni, Somayeh and Coleman, Thomas F. and Li, Yuying},
    title        = {Optimal portfolio execution strategies and sensitivity to price impact parameters},
    year         = {2010},
    journal      = {SIAM Journal on Optimization},
    volume       = {20},
    number       = {3},
    pages        = {1620-1654},
    doi          = {10.1137/080715901},
    identifier   = {50061587},
}