Kangjianan Xie
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Person:2022937
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 |
|---|---|---|
| Leakage of rank-dependent functionally generated trading strategies Annals of Finance | 2021-05-03 | Paper |
| The Impact of Proportional Transaction Costs on Systematically Generated Portfolios SIAM Journal on Financial Mathematics | 2020-11-07 | Paper |
| Generalised Lyapunov Functions and Functionally Generated Trading Strategies Applied Mathematical Finance | 2020-01-13 | Paper |
Research outcomes over time
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