Sergey Isaenko
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Person:1657460
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 |
|---|---|---|
| Slow-moving capital and stock returns Quantitative Finance | 2020-12-07 | Paper |
| Optimal mean-reversion strategy in the presence of bid-ask spread and delays in capital allocations Quantitative Finance | 2019-02-06 | Paper |
| Liquidity premium in the presence of stock market crises and background risk Quantitative Finance | 2018-09-19 | Paper |
| Equilibrium theory of stock market crashes Journal of Economic Dynamics and Control | 2018-08-13 | Paper |
Research outcomes over time
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