2

Impact of Macroeconomic Announcements on ETF Trading Volumes

Year:
2015
Language:
english
File:
PDF, 741 KB
english, 2015
3

Momentum Strategies for the ETF-Based Portfolios

Year:
2018
Language:
english
File:
PDF, 317 KB
english, 2018
4

Simulation of Execution Costs in the Global Institutional Spot FX Market

Year:
2009
Language:
english
File:
PDF, 457 KB
english, 2009
5

Optimal Execution in the Global FX Market

Year:
2010
Language:
english
File:
PDF, 557 KB
english, 2010
6

Simulation of Maker Loss in the Global Inter-Bank FX Market

Year:
2008
Language:
english
File:
PDF, 252 KB
english, 2008
7

Managing portfolio diversity within the mean variance theory

Year:
2018
Language:
english
File:
PDF, 573 KB
english, 2018
9

Effects of High-Frequency Trading in the Multidealer Spot Foreign Exchange

Year:
2015
Language:
english
File:
PDF, 1.08 MB
english, 2015
10

Quantitative Finance for Physicists || Agent-based modeling of financial markets

Year:
2005
Language:
english
File:
PDF, 287 KB
english, 2005
11

Impact of Trading in the Multi-Dealer Spot Foreign Exchange

Year:
2016
Language:
english
File:
PDF, 1.30 MB
english, 2016
13

Detrending the realized volatility in the global FX market

Year:
2009
Language:
english
File:
PDF, 659 KB
english, 2009
15

)-Dimensional Quantum Critical Systems

Year:
2012
Language:
english
File:
PDF, 126 KB
english, 2012
18

Impact of Macroeconomic Announcements on US Equity Prices: 2009-2013

Year:
2016
Language:
english
File:
PDF, 279 KB
english, 2016
22

A characterization of the arcsine distribution

Year:
2009
Language:
english
File:
PDF, 374 KB
english, 2009
24

Modeling the birth of a liquid market

Year:
2000
Language:
english
File:
PDF, 189 KB
english, 2000
27

The true invariant of an arbitrage free portfolio

Year:
2003
Language:
english
File:
PDF, 74 KB
english, 2003
35

An extremal property of the generalized arcsine distribution

Year:
2013
Language:
english
File:
PDF, 183 KB
english, 2013
36

Algebraic Polymorphisms– ERRATUM

Year:
2009
Language:
english
File:
PDF, 231 KB
english, 2009
42

Entropy of conformal perturbation defects

Year:
2014
Language:
english
File:
PDF, 372 KB
english, 2014
43

Algebraic polymorphisms

Year:
2008
Language:
english
File:
PDF, 340 KB
english, 2008
46

Quantitative Finance for Physicists || Portfolio management

Year:
2005
Language:
english
File:
PDF, 98 KB
english, 2005
47

Quantitative Finance for Physicists || Financial markets

Year:
2005
Language:
english
File:
PDF, 89 KB
english, 2005
50

Physics Career Advice—and Dissent

Year:
1990
Language:
english
File:
PDF, 2.93 MB
english, 1990