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Mean--Variance Optimal Adaptiv...
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Forecasting expected returns in the financial markets
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Mean-variance optimal adaptive execution
Lorenz, Julian
;
Almgren, Robert
- In:
Applied mathematical finance
18
(
2011
)
5/6
,
pp. 395-422
Persistent link: https://www.econbiz.de/10009422603
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Optimal execution of portfolio transactions
Almgren, Robert
;
Chriss, Neil
- In:
Innovations in risk management : seminal papers from …
,
(pp. 375-416)
.
2004
Persistent link: https://www.econbiz.de/10002600536
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3
Optimal portfolios from ordering information
Almgren, Robert
;
Chriss, Neil
- In:
Forecasting expected returns in the financial markets
,
(pp. 55-100)
.
2007
Persistent link: https://www.econbiz.de/10003557936
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