3

Noise sensitivity of portfolio selection under various risk measures

Year:
2007
Language:
english
File:
PDF, 367 KB
english, 2007
4

Fund Managers, Career Concerns, and Asset Price Volatility

Year:
2012
Language:
english
File:
PDF, 835 KB
english, 2012
5

Trading and Information Diffusion in Over-the-Counter Markets

Year:
2018
Language:
english
File:
PDF, 790 KB
english, 2018
7

Noisy covariance matrices and portfolio optimization II

Year:
2003
Language:
english
File:
PDF, 106 KB
english, 2003
8

THE GINI COEFFICIENT OF CONCENTRATION AND THE KUZNETS MEASURE OF INEQUALITY: A NOTE

Year:
1975
Language:
english
File:
PDF, 21 KB
english, 1975
9

SPIN GLASSES IN THE TRADING BOOK

Year:
2000
Language:
english
File:
PDF, 110 KB
english, 2000
10

Fund Managers, Career Concerns, and Asset Price Volatility

Year:
2012
Language:
english
File:
PDF, 2.98 MB
english, 2012
13

Contour Map of Estimation Error for Expected Shortfall

Year:
2015
Language:
english
File:
PDF, 342 KB
english, 2015
14

Liquidity Risk and the Dynamics of Arbitrage Capital

Year:
2019
Language:
english
File:
PDF, 987 KB
english, 2019
17

Risk in Dynamic Arbitrage: The Price Effects of Convergence Trading

Year:
2009
Language:
english
File:
PDF, 277 KB
english, 2009
19

Book reviews

Year:
1985
Language:
english
File:
PDF, 675 KB
english, 1985
22

Calculation of critical exponents to

Year:
1980
Language:
english
File:
PDF, 899 KB
english, 1980
25

Eigenvalues of the stability matrix for Parisi solution of the long-range spin-glass

Year:
1983
Language:
english
File:
PDF, 174 KB
english, 1983
26

expansion through a self-consistent approach

Year:
1980
Language:
english
File:
PDF, 399 KB
english, 1980
27

On the feasibility of portfolio optimization under expected shortfall

Year:
2007
Language:
english
File:
PDF, 227 KB
english, 2007
30

The instability of downside risk measures

Year:
2008
Language:
english
File:
PDF, 393 KB
english, 2008
32

Do Hedge Funds Reduce Idiosyncratic Risk?

Year:
2014
Language:
english
File:
PDF, 373 KB
english, 2014
33

Risk in Dynamic Arbitrage: The Price Effects of Convergence Trading

Year:
2009
Language:
english
File:
PDF, 2.14 MB
english, 2009
34

Inefficient Investment Waves

Year:
2016
Language:
english
File:
PDF, 759 KB
english, 2016
40

A Bayesian approach to identify Bitcoin users

Year:
2018
Language:
english
File:
PDF, 2.96 MB
english, 2018
45

On the dynamics of continuous phase transitions

Year:
1974
Language:
english
File:
PDF, 2.70 MB
english, 1974
46

The landscape of Comet Halley

Year:
1990
Language:
english
File:
PDF, 3.10 MB
english, 1990
47

Analysis of pulsed-source reactivity determination in a reflected reactor

Year:
1971
Language:
english
File:
PDF, 595 KB
english, 1971
49

Surface and dust features seen on the nucleus of comet Halley

Year:
1989
Language:
english
File:
PDF, 292 KB
english, 1989
50

Analysis of the rotation of comet Halley

Year:
1989
Language:
english
File:
PDF, 312 KB
english, 1989