{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2025,10,27]],"date-time":"2025-10-27T10:55:35Z","timestamp":1761562535944,"version":"3.37.3"},"reference-count":27,"publisher":"Informa UK Limited","issue":"10","content-domain":{"domain":["www.tandfonline.com"],"crossmark-restriction":true},"short-container-title":["Journal of the Operational Research Society"],"published-print":{"date-parts":[[2019,10,3]]},"DOI":"10.1080\/01605682.2019.1644143","type":"journal-article","created":{"date-parts":[[2019,8,6]],"date-time":"2019-08-06T09:05:25Z","timestamp":1565082325000},"page":"1662-1677","update-policy":"https:\/\/doi.org\/10.1080\/tandf_crossmark_01","source":"Crossref","is-referenced-by-count":7,"title":["Optimal execution with dynamic risk adjustment"],"prefix":"10.1080","volume":"70","author":[{"given":"Xue","family":"Cheng","sequence":"first","affiliation":[{"name":"LMEQF, Department of Financial Mathematics, School of Mathematical Sciences, Peking University, Beijing, China;"}],"role":[{"role":"author","vocabulary":"crossref"}]},{"ORCID":"https:\/\/orcid.org\/0000-0001-9175-1552","authenticated-orcid":false,"given":"Marina","family":"Di Giacinto","sequence":"additional","affiliation":[{"name":"Dipartimento di Economia e Giurisprudenza, Universit\u00e0 degli studi di Cassino e del Lazio Meridionale, Cassino, Italy;"},{"name":"Dipartimento di Matematica per le Scienze economiche, finanziarie ed attuariali, Universit\u00e0 Cattolica del Sacro Cuore, Milano, Italy;"}],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Tai-Ho","family":"Wang","sequence":"additional","affiliation":[{"name":"Department of Mathematics, Baruch College, The City University of New York, New York, NY, USA"}],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"301","published-online":{"date-parts":[[2019,8,6]]},"reference":[{"key":"CIT0001","doi-asserted-by":"publisher","DOI":"10.1137\/090762786"},{"key":"CIT0002","doi-asserted-by":"publisher","DOI":"10.1080\/135048602100056"},{"key":"CIT0003","doi-asserted-by":"publisher","DOI":"10.21314\/JOR.2001.041"},{"key":"CIT0004","doi-asserted-by":"publisher","DOI":"10.24033\/asens.476"},{"key":"CIT0005","doi-asserted-by":"publisher","DOI":"10.1137\/16M1104597"},{"key":"CIT0006","first-page":"77","volume-title":"Indifference pricing: Theory and applications","author":"Barrieu P.","year":"2009"},{"key":"CIT0007","doi-asserted-by":"publisher","DOI":"10.1016\/S1386-4181(97)00012-8"},{"key":"CIT0008","doi-asserted-by":"publisher","DOI":"10.1007\/s00440-007-0093-y"},{"key":"CIT0009","doi-asserted-by":"publisher","DOI":"10.1142\/S2345768614500184"},{"key":"CIT0010","doi-asserted-by":"publisher","DOI":"10.1142\/S2424786317500207"},{"key":"CIT0011","doi-asserted-by":"publisher","DOI":"10.1007\/s00780-019-00398-z"},{"key":"CIT0012","doi-asserted-by":"publisher","DOI":"10.1137\/16M1058406"},{"volume-title":"Algorithmic and high-frequency trading","year":"2015","author":"Cartea A.","key":"CIT0013"},{"key":"CIT0014","doi-asserted-by":"publisher","DOI":"10.1080\/14697688.2016.1185531"},{"key":"CIT0015","doi-asserted-by":"publisher","DOI":"10.1111\/1467-9965.00098"},{"key":"CIT0016","doi-asserted-by":"publisher","DOI":"10.1287\/opre.1070.0433"},{"key":"CIT0017","doi-asserted-by":"publisher","DOI":"10.1080\/14697680903373692"},{"key":"CIT0018","doi-asserted-by":"publisher","DOI":"10.1142\/S0219024911006577"},{"key":"CIT0019","doi-asserted-by":"publisher","DOI":"10.1108\/15265940810842429"},{"key":"CIT0020","doi-asserted-by":"publisher","DOI":"10.1016\/j.orl.2014.11.005"},{"key":"CIT0021","doi-asserted-by":"publisher","DOI":"10.1016\/j.finmar.2012.09.001"},{"key":"CIT0022","doi-asserted-by":"publisher","DOI":"10.1137\/080739781"},{"volume-title":"Topics in stochastic analysis (chap. 2)","year":"1997","author":"Peng S.","key":"CIT0023"},{"key":"CIT0024","doi-asserted-by":"publisher","DOI":"10.1007\/978-3-540-44644-6_4"},{"key":"CIT0025","doi-asserted-by":"publisher","DOI":"10.1137\/10078534X"},{"key":"CIT0026","unstructured":"Vaes, J. & Hauser, R. (2018). Optimal execution strategy under price and volume uncertainty. Retrieved from https:\/\/arxiv.org\/pdf\/1810.11454.pdf."},{"key":"CIT0027","doi-asserted-by":"publisher","DOI":"10.1007\/978-1-4612-1466-3"}],"container-title":["Journal of the Operational Research Society"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/www.tandfonline.com\/doi\/pdf\/10.1080\/01605682.2019.1644143","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2020,8,29]],"date-time":"2020-08-29T21:58:30Z","timestamp":1598738310000},"score":1,"resource":{"primary":{"URL":"https:\/\/www.tandfonline.com\/doi\/full\/10.1080\/01605682.2019.1644143"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2019,8,6]]},"references-count":27,"journal-issue":{"issue":"10","published-print":{"date-parts":[[2019,10,3]]}},"alternative-id":["10.1080\/01605682.2019.1644143"],"URL":"https:\/\/doi.org\/10.1080\/01605682.2019.1644143","relation":{},"ISSN":["0160-5682","1476-9360"],"issn-type":[{"type":"print","value":"0160-5682"},{"type":"electronic","value":"1476-9360"}],"subject":[],"published":{"date-parts":[[2019,8,6]]},"assertion":[{"value":"The publishing and review policy for this title is described in its Aims & Scope.","order":1,"name":"peerreview_statement","label":"Peer Review Statement"},{"value":"http:\/\/www.tandfonline.com\/action\/journalInformation?show=aimsScope&journalCode=tjor20","URL":"http:\/\/www.tandfonline.com\/action\/journalInformation?show=aimsScope&journalCode=tjor20","order":2,"name":"aims_and_scope_url","label":"Aim & Scope"},{"value":"2017-08-17","order":0,"name":"received","label":"Received","group":{"name":"publication_history","label":"Publication History"}},{"value":"2019-07-12","order":2,"name":"accepted","label":"Accepted","group":{"name":"publication_history","label":"Publication History"}},{"value":"2019-08-06","order":3,"name":"published","label":"Published","group":{"name":"publication_history","label":"Publication History"}}]}}