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Trading model uncertainty and...
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Bilson, John F. O.
52
Kumiega, Andrew
44
Van Vliet, Benjamin
40
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29
Van Vliet, Ben
22
Neururer, Thaddeus
13
Cooper, Ricky
10
Baek, Seungho
6
Hsieh, David A.
6
Cernauskas, Deborah
5
Cooper, Rick
5
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4
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2
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The journal of trading
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ECONIS (ZBW)
118
RePEc
22
OLC EcoSci
13
USB Cologne (EcoSocSci)
4
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1
Optimal trading of ETFs : spreadsheet prototypes and applications to client-server applications
Kumiega, Andrew
;
Van Vliet, Benjamin
- In:
Interfaces : the INFORMS journal on the practice of …
38
(
2008
)
4
,
pp. 289-299
Persistent link: https://www.econbiz.de/10003767056
Saved in:
2
Quality money management : process engineering and best practices for systematic trading and investment
Kumiega, Andrew
;
Van Vliet, Benjamin
-
2008
Persistent link: https://www.econbiz.de/10003608245
Saved in:
3
Trading machines using SPC to assess performance of financial trading systems
Hassan, M. Zia
;
Kumiega, Andrew
;
Van Vliet, Benjamin
- In:
Quality management journal : QMJ
17
(
2010
)
2
,
pp. 42-53
Persistent link: https://www.econbiz.de/10009518569
Saved in:
4
The rationale for AT 9000 : an ISO 9000-style quality management system standard for automated and algorithmic trading
Van Vliet, Benjamin
;
Cooper, Ricky
;
Kumiega, Andrew
; …
- In:
The journal of trading
8
(
2013
)
3
,
pp. 102-106
Persistent link: https://www.econbiz.de/10009781121
Saved in:
5
A practical real options approach to valuing high-frequency trading system R&D projects
Kumiega, Andrew
;
Van Vliet, Benjamin
- In:
The journal of trading
8
(
2013
)
3
,
pp. 40-48
Persistent link: https://www.econbiz.de/10009781146
Saved in:
6
Independent component analysis for realized volatility : analysis of the stock market crash of 2008
Kumiega, Andrew
;
Neururer, Thaddeus
;
Van Vliet, Benjamin
- In:
The quarterly review of economics and finance : journal …
51
(
2011
)
3
,
pp. 292-302
Persistent link: https://www.econbiz.de/10009271737
Saved in:
7
On hedge fund structures : improving allocation models for illiquid investments
Kumiega, Andrew
;
Lech, Mathew
;
Van Vliet, Benjamin
- In:
The journal of wealth management
13
(
2010/11
)
3
,
pp. 19-24
Persistent link: https://www.econbiz.de/10008747595
Saved in:
8
Unconstrained strategies and the variance-kurtosis trade-off
Kumiega, Andrew
;
Van Vliet, Benjamin
;
Xanthopoulos, …
- In:
Applied financial economics
24
(
2014
)
13/15
,
pp. 1051-1061
Persistent link: https://www.econbiz.de/10010415726
Saved in:
9
Investor behavior, reporting intervals, and hedge fund stability
Kumiega, Andrew
;
Neururer, Thaddeus
;
Van Vliet, Benjamin
- In:
The journal of investing
21
(
2012
)
2
,
pp. 40-48
Persistent link: https://www.econbiz.de/10009671672
Saved in:
10
Implied ICA : factor extraction and multiasset derivative pricing
Kumiega, Andrew
;
Neururer, Thaddeus
;
Van Vliet, Benjamin
- In:
The journal of derivatives : the official publication …
19
(
2012
)
4
,
pp. 39-52
Persistent link: https://www.econbiz.de/10009671738
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