1

Marketability Filters in Spread Execution Trading Algorithms

Année:
2014
Langue:
english
Fichier:
PDF, 1.70 MB
english, 2014
2

Deconstructing Execution Cost and Risk

Année:
2017
Langue:
english
Fichier:
PDF, 1.57 MB
english, 2017
4

Do High-Frequency Data Improve High-Dimensional Portfolio Allocations?

Année:
2015
Langue:
english
Fichier:
PDF, 923 KB
english, 2015
5

Do High-Frequency Data Improve High-Dimensional Portfolio Allocations?

Année:
2013
Langue:
english
Fichier:
PDF, 748 KB
english, 2013
6

The Merit of High-Frequency Data in Portfolio Allocation

Année:
2011
Langue:
english
Fichier:
PDF, 774 KB
english, 2011