Speed and dimensions of trading
Year of publication: |
December 2017
|
---|---|
Authors: | Gnedenko, Boris ; Yelnik, Igor |
Published in: |
The journal of investment strategies. - London : Infopro Digital, ISSN 2047-1238, ZDB-ID 2889641-5. - Vol. 7.2017, 1, p. 85-106
|
Subject: | turnover | trading speed | trading frequency | principal trading directions | trading dimensions | entropy | Internationale Wirtschaft | International economy | Wertpapierhandel | Securities trading | Entropie | Entropy | Handelsliberalisierung | Trade liberalization |
-
Modelling inter-regional trade flows : data and methodological issues in Rhomolo
Ivanova, Olga, (2009)
-
Integrated modeling of the European trade and transport network
Ivanova, Olga, (2015)
-
Modelling inter-regional trade flows : data and methodological issues in Rhomolo
Ivanova, Olga, (2010)
- More ...
-
Dynamic Risk Allocation with Carry, Value and Momentum
Gnedenko, Boris, (2016)
-
Minimum Entropy as a Measure of Effective Dimensionality
Gnedenko, Boris, (2017)
-
Reconciling Factor Optimization with Portfolio Constraints
Gnedenko, Boris, (2017)
- More ...