Sergey Isaenko
From MaRDI portal
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
This page was built for person: Sergey Isaenko
