Working paper

Author(s) : Charles Plott
A trader’s optimal trading decision is formulated in terms of exercising the option to trade one unit of the asset at the optimal stopping time. We...
2011
Author(s) : Chien-Yao Tseng
A trader’s optimal trading decision is formulated in terms of exercising the option to trade one unit of the asset at the optimal stopping time. We...
2011
Author(s) : Gideon Ozik
The paper demonstrates that share-restricted funds with recent outflows underperform funds with recent inflows by about 5.6% annually over 1998—2008...
2011
Author(s) : Ronnie Sadka
The paper demonstrates that share-restricted funds with recent outflows underperform funds with recent inflows by about 5.6% annually over 1998—2008...
2011
Author(s) : Hilary Till
But first, it may be useful to review the century-plus debate on the role of commodity speculators, given the prevalent concerns that this activity...
2011
Author(s) : Agostino Capponi
Using calculus of variation techniques, we are able to find the optimal pay-per-performance sensitivity (PPS) of the contract offered to the manager...
2011
Author(s) : Jaksa Cvitanic
Using calculus of variation techniques, we are able to find the optimal pay-per-performance sensitivity (PPS) of the contract offered to the manager...
2011
Author(s) : Turkay Yolcu
Using calculus of variation techniques, we are able to find the optimal pay-per-performance sensitivity (PPS) of the contract offered to the manager...
2011
Author(s) : Jaksa Cvitanic
We find that in a market with an HFT, the distribution of transaction prices has more mass around the center and thinner far tails. The intra-trade...
2011
Author(s) : Andrei Kirilenko
We find that in a market with an HFT, the distribution of transaction prices has more mass around the center and thinner far tails. The intra-trade...
2011
Author(s) : Patrick Feve
We stress a potential source of bias in the GSM arising from the combination of Edgeworth complementarity...
2011
Author(s) : Patrick Feve
We stress a potential source of bias in the GSM arising from the combination of Edgeworth complementarity...
2011
Author(s) :
We stress a potential source of bias in the GSM arising from the combination of Edgeworth complementarity...
2011
Author(s) :
We stress a potential source of bias in the GSM arising from the combination of Edgeworth complementarity...
2011
Author(s) : Julien Matheron
We stress a potential source of bias in the GSM arising from the combination of Edgeworth complementarity...
2011
Author(s) : Julien Matheron
We stress a potential source of bias in the GSM arising from the combination of Edgeworth complementarity...
2011
Author(s) : Jean-Guillaume Sahuc
We stress a potential source of bias in the GSM arising from the combination of Edgeworth complementarity...
2011
Author(s) : Jean-Guillaume Sahuc
We stress a potential source of bias in the GSM arising from the combination of Edgeworth complementarity...
2011
Author(s) : Maryem Cherni
This requires understanding the criteria used by managers of innovating organizations in selecting...
2011
Author(s) : Maryem Cherni
This requires understanding the criteria used by managers of innovating organizations in selecting...
2011

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