51

Abstract, Classic, and Explicit Turnpikes

Year:
2011
Language:
english
File:
PDF, 526 KB
english, 2011
53

Static Fund Separation of Long Term Investments

Year:
2011
Language:
english
File:
PDF, 321 KB
english, 2011
54

Who Should Sell Stocks?

Year:
2014
Language:
english
File:
PDF, 3.68 MB
english, 2014
56

Performance Maximization of Actively Managed Funds

Year:
2010
Language:
english
File:
PDF, 813 KB
english, 2010
57

Liquidation with nonlinear float‐dependent price impact

Year:
2019
Language:
english
File:
PDF, 598 KB
english, 2019
58

The learning premium

Year:
2019
File:
PDF, 594 KB
2019
59

Leveraged Funds: Robust Replication and Performance Evaluation

Year:
2016
Language:
english
File:
PDF, 1.09 MB
english, 2016
60

Nonlinear Price Impact and Portfolio Choice

Year:
2015
Language:
english
File:
PDF, 1.31 MB
english, 2015