5 research outputs found
Portfolio choice with small temporary and transient price impact
- Publication venue
- 'Wiley'
- Publication date
- Field of study
Liquidity and Interest Rate Risk of Life Insurers: Sources and Mitigation
- Author
- A Ellul
- A Ellul
- A Paulson
- A Shleifer
- C Kubitza
- D Domanski
- D T Russell
- D W Diamond
- F Modigliani
- G Chodorow-Reich
- H Deangelo
- H Deangelo
- I Sen
- J Bryant
- J Hombert
- M Billio
- M Eling
- M.-O Albizzati
- Mark Feodoria
- N Foley-Fisher
- R Greenwood
- R Koijen
- R S J Koijen
- S E Harrington
- T Adrian
- Till FFrstemann
- V V Acharya
- V V Acharya
- V V Acharya
- V V Acharya
- W Wagner
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2016
- Field of study
Portfolio Choice with Small Temporary and Transient Price Impact
- Author
- A A Obizhaeva
- A Alfonsi
- A Altarovici
- A E Whalley
- A Lemma
- A Ran
- A Roch
- A Schied
- B Bouchard
- B Dumas
- D Bertsimas
- D Possama�?possama�?
- G Barles
- H Liu
- H M Soner
- I Ekren
- I Ekren
- Ibrahim Ekren
- J
- J Cai
- J Cai
- J De Lataillade
- J Gatheral
- J Kallsen
- J Kallsen
- J Kallsen
- J Kallsen
- J Klamka
- J Muhle-Karbe
- J R Silvester
- J.-P Bouchaud
- J.-P Bouchaud
- Johannes Muhle-Karbe
- K Jane?ek
- L Moreau
- M Bichuch
- M Crandall
- M Herdegen
- M R Feodoria
- N Garleanu
- N Garleanu
- O Gu�ant
- P Bank
- P Bank
- P Collin-Dufresne
- P Guasoni
- P Guasoni
- P Guasoni
- P Guasoni
- P Guasoni
- R F Almgren
- R F Almgren
- R Grinold
- R Korn
- R Martin
- R Martin
- S E Shreve
- S Gerhold
- S Predoiu
- W H Fleming
- Y Melnyk
- � A Cartea
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2018
- Field of study
Stability of Radner Equilibria with Respect to Small Frictions
- Author
- ? 8e
- A Altarovici
- A Buss
- A Buss
- A Dixit
- A E Whalley
- A Lo
- B Bouchard
- B Dumas
- C Dellacherie
- C Kardaras
- D Duffie
- D Duffie
- D Possamai
- D Vayanos
- D Vayanos
- E Davila
- F Delbaen
- G ?itkovi?
- G M Constantinides
- H Liu
- H M Soner
- I Karatzas
- I Karatzas
- J Cai
- J Cai
- J Cvitani?
- J H Choi
- J Heaton
- J Kallsen
- J Kallsen
- J Kallsen
- J Kallsen
- J Wang
- Johannes Muhle-Karbe
- K D Elworthy
- K Jane?ek
- K Jane?ek
- K Weston
- L Ahrens
- L C G Rogers
- L H Pedersen
- L Moreau
- M Frittelli
- M H A Davis
- M Herdegen
- M J P Magill
- M P Owen
- M P Owen
- M R Feodoria
- M Rosenbaum
- Martin Herdegen
- N Garleanu
- N Garleanu
- O Kallenberg
- P E Protter
- P Guasoni
- P O Christensen
- P O Christensen
- P.-A Meyer
- R F Almgren
- R F Almgren
- R Korn
- R Martin
- R Radner
- R Radner
- S Biagini
- S Biagini
- S E Shreve
- S Gerhold
- V Henderson
- W Schachermayer
- W Schachermayer
- Y Kabanov
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2017
- Field of study
A Primer on Portfolio Choice with Small Transaction Costs
- Author
- A Altarovici
- A Altarovici
- A Dixit
- A E Whalley
- A Hindy
- A Lo
- A Lynch
- B Bouchard
- B Bouchard
- B Bouchard
- B Dumas
- B Dumas
- B.-G Jang
- C Atkinson
- D Duffie
- D Kramkov
- D Possama�?possama�?
- G C Papanicolaou
- G Chacko
- G M Constantinides
- H M Soner
- Halil Mete Soner
- I Karatzas
- I Welch
- J A Scheinkman
- J Cai
- J Cai
- J De Lataillade
- J H Cochrane
- J H Witte
- J Kallsen
- J Kallsen
- J L Menaldi
- J Liu
- J.-P Chancelier
- Johannes Muhle-Karbe
- K Jane?ek
- K Muthuraman
- L Ahrens
- L C Evans
- L C Evans
- L C G Rogers
- L Moreau
- M Bichuch
- M Bichuch
- M Bichuch
- M Dai
- M Dai
- M Dai
- M H A Davis
- M H A Davis
- M J P Magill
- M L Puterman
- M L Puterman
- M R Feodoria
- M Rosenbaum
- M S Santos
- M Taksar
- Max Reppen
- N Barberis
- N El Karoui
- N Garleanu
- N Garleanu
- O Bokanowski
- P Azimzadeh
- P Balduzzi
- P Collin-Dufresne
- P Guasoni
- P Guasoni
- P Guasoni
- R C Merton
- R Grinold
- R Hynd
- R Korn
- R Martin
- R Martin
- S E Shreve
- S Gerhold
- S Gerhold
- S Gerhold
- S L Heston
- S M Kozlov
- T Kim
- T Zariphopoulou
- V E Bene?
- W H Fleming
- Y Melnyk
- Y Melnyk
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2016
- Field of study