1

A Closed-Form Execution Strategy to Target VWAP

Cartea, lvaro, Jaimungal, Sebastian
Journal:
SSRN Electronic Journal
Year:
2014
Language:
english
File:
PDF, 1.87 MB
english, 2014
2

Enhancing Trading Strategies with Order Book Signals

Cartea, lvaro, Donnelly, Ryan Francis, Jaimungal, Sebastian
Journal:
SSRN Electronic Journal
Year:
2015
Language:
english
File:
PDF, 731 KB
english, 2015
3

Algorithmic Trading with Learning

Cartea, lvaro, Jaimungal, Sebastian, Kinzebulatov, Damir
Journal:
SSRN Electronic Journal
Year:
2013
Language:
english
File:
PDF, 1.12 MB
english, 2013
4

Trading Strategies within the Edges of No-Arbitrage

Cartea, lvaro, Jaimungal, Sebastian, Ricci, Jason
Journal:
SSRN Electronic Journal
Year:
2015
Language:
english
File:
PDF, 1.47 MB
english, 2015
5

Optimal Execution with Limit and Market Orders

Cartea, lvaro, Jaimungal, Sebastian
Journal:
SSRN Electronic Journal
Year:
2014
Language:
english
File:
PDF, 665 KB
english, 2014
7

Hedging nontradable risks with transaction costs and price impact

Cartea, Álvaro, Donnelly, Ryan, Jaimungal, Sebastian
Journal:
Mathematical Finance
Year:
2020
Language:
english
File:
PDF, 2.36 MB
english, 2020
8

Liquidating Baskets of Co-Moving Assets

Cartea, lvaro, Gan, Luhui, Jaimungal, Sebastian
Journal:
SSRN Electronic Journal
Year:
2015
Language:
english
File:
PDF, 555 KB
english, 2015
9

Portfolio Liquidation and Ambiguity Aversion

Cartea, lvaro, Jaimungal, Sebastian
Journal:
SSRN Electronic Journal
Year:
2017
Language:
english
File:
PDF, 645 KB
english, 2017
10

Incorporating Order-Flow into Optimal Execution

Cartea, lvaro, Jaimungal, Sebastian
Journal:
SSRN Electronic Journal
Year:
2015
Language:
english
File:
PDF, 712 KB
english, 2015
11

Algorithmic Trading of Co-Integrated Assets

Cartea, lvaro, Jaimungal, Sebastian
Journal:
SSRN Electronic Journal
Year:
2015
Language:
english
File:
PDF, 393 KB
english, 2015
12

Model Uncertainty in Commodity Markets

Cartea, lvaro, Jaimungal, Sebastian, Qin, Zhen
Journal:
SSRN Electronic Journal
Year:
2015
Language:
english
File:
PDF, 703 KB
english, 2015
13

Speculative Trading of Electricity Contracts in Interconnected Locations

Cartea, lvaro, Jaimungal, Sebastian, Qin, Zhen
Journal:
SSRN Electronic Journal
Year:
2016
Language:
english
File:
PDF, 601 KB
english, 2016