Found: 11
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Hedging nontradable risks with transaction costs and price impact.
- Published in:
- Mathematical Finance, 2020, v. 30, n. 3, p. 833, doi. 10.1111/mafi.12259
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- Article
Trading co‐integrated assets with price impact.
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- Mathematical Finance, 2019, v. 29, n. 2, p. 542, doi. 10.1111/mafi.12181
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- Article
RISK METRICS AND FINE TUNING OF HIGH-FREQUENCY TRADING STRATEGIES.
- Published in:
- Mathematical Finance, 2015, v. 25, n. 3, p. 576, doi. 10.1111/mafi.12023
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- Article
Optimal execution with stochastic delay.
- Published in:
- Finance & Stochastics, 2023, v. 27, n. 1, p. 1, doi. 10.1007/s00780-022-00491-w
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- Article
Cross-commodity analysis and applications to risk management.
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- Journal of Futures Markets, 2009, v. 29, n. 3, p. 197, doi. 10.1002/fut.20359
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- Article
LATENCY AND LIQUIDITY RISK.
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- International Journal of Theoretical & Applied Finance, 2021, v. 24, n. 6n7, p. 1, doi. 10.1142/S0219024921500357
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- Article
MARKET MAKING WITH ALPHA SIGNALS.
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- International Journal of Theoretical & Applied Finance, 2020, v. 23, n. 3, p. N.PAG, doi. 10.1142/S0219024920500168
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- Article
TRADING STRATEGIES WITHIN THE EDGES OF NO-ARBITRAGE.
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- International Journal of Theoretical & Applied Finance, 2018, v. 21, n. 3, p. N.PAG, doi. 10.1142/S0219024918500255
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- Article
IRREVERSIBLE INVESTMENTS AND AMBIGUITY AVERSION.
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- International Journal of Theoretical & Applied Finance, 2017, v. 20, n. 7, p. -1, doi. 10.1142/S0219024917500443
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- Article
ALGORITHMIC TRADING OF CO-INTEGRATED ASSETS.
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- International Journal of Theoretical & Applied Finance, 2016, v. 19, n. 6, p. -1, doi. 10.1142/S0219024916500382
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- Article
ALGORITHMIC TRADING WITH LEARNING.
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- International Journal of Theoretical & Applied Finance, 2016, v. 19, n. 4, p. -1, doi. 10.1142/S021902491650028X
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- Article