Sergei Isaenko

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Person:609847



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!

PublicationDate of PublicationType
Portfolio choice under transitory price impact
Journal of Economic Dynamics and Control
2010-12-01Paper
Optimal Dynamic Trading Strategies with Risk Limits
Operations Research
2009-08-13Paper
On the super-replicating approach when trading a derivative is limited
Quantitative Finance
2008-05-22Paper


Research outcomes over time


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