See discussions, stats, and author profiles for this publication at: https://www.researchgate.net/publication/254199261 Optimal Execution Horizon ARTICLE in MATHEMATICAL FINANCE · OCTOBER 2012 Impact Factor: 1.77 · DOI: 10.2139/ssrn.2038387 CITATION 1 READS 33 3 AUTHORS, INCLUDING: Marcos Lopez de Prado Lawrence Berkeley National Laboratory 44 PUBLICATIONS 178 CITATIONS SEE PROFILE Available from: Marcos Lopez de Prado Retrieved on: 14 January 2016