Marko H. Weber
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Person:1626512
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Dynamic trading volume Mathematical Finance | 2024-05-06 | Paper |
| Systemic Portfolio Diversification Operations Research | 2024-03-20 | Paper |
| Nonlinear price impact and portfolio choice Mathematical Finance | 2020-05-14 | Paper |
| Rebalancing multiple assets with mutual price impact Journal of Optimization Theory and Applications | 2018-11-27 | Paper |
| Rebalancing with Linear and Quadratic Costs SIAM Journal on Control and Optimization | 2017-11-13 | Paper |
Research outcomes over time
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