Skip to content
Descubridor Institucional UMAR
Inicio
Búsqueda avanzada
Explorar
Inicio
Búsqueda avanzada
Explorar
Login
Language
English
Deutsch
Español
Français
Italiano
All Fields
Title
Author
Subject
Call Number
ISBN/ISSN
Tag
Find
Advanced
Optimal Portfolio Choice With Cross‐Impact Propagators
Optimal Portfolio Choice With Cross‐Impact Propagators
Fuente:
Wiley Open Access
Saved in:
Bibliographic Details
Main Authors:
Eduardo Abi Jaber
,
Eyal Neuman
,
Sturmius Tuschmann
Format:
Artículo Open Access
Published:
Wiley
2026
Subjects:
Mathematical Finance
Online Access:
Acceder al recurso
Tags:
Add Tag
No Tags, Be the first to tag this record!
Cite this
Text this
Email this
Print
Export Record
Export to RefWorks
Export to EndNoteWeb
Export to EndNote
Save to List
Permanent link
Holdings
Description
Comments
Similar Items
Staff View
Be the first to leave a comment!
Your Comment
You must be logged in first
Similar Items
Optimal Portfolio Choice with Cross-Impact Propagators
by: Jaber, Eduardo Abi, et al.
Published: (2024)
Nonparametric Estimation of Self- and Cross-Impact
by: Hey, Natascha, et al.
Published: (2025)
Optimal Liquidation With Signals: The General Propagator Case
by: Eduardo Abi Jaber, et al.
Published: (2025)
Fredholm Approach to Nonlinear Propagator Models
by: Jaber, Eduardo Abi, et al.
Published: (2025)
Simulation of square-root processes made simple: applications to the Heston model
by: Jaber, Eduardo Abi
Published: (2024)
