@misc{chen2019portfolio,
  title={Portfolio liquidation under transient price impact -- theoretical solution and implementation with 100 NASDAQ stocks},
  author={Ying Chen and Ulrich Horst and Hoang Hai Tran},
  year={2019},
  eprint={1912.06426},
  archivePrefix={arXiv},
  primaryClass={q-fin.MF},
  url={https://arxiv.org/abs/1912.06426}
}