| Volatility forecasting
|
2018 |
Mozes, Haim A. |
| Retrospective: "Toward greater transparency and efficiency in trading fixed-income ETF portfolios"
|
2018 |
Madhavan, Ananth Narayan |
| Dark pools, fragmented markets, and the quality of price discovery
|
2018 |
Schwartz, Robert A. |
| A market structure that fits the needs of portfolio managers : commentary
|
2018 |
Polk, Charles |
| Chief Investment Officer (CIO) view of Trader Alpha Frontier (TAF) : commentary
|
2018 |
Rashkovich, Vlad |
| Trader alpha frontier : a framework for portfolio managers and traders to maximize portfolio performance
|
2018 |
Rashkovich, Vlad |
| Phantom liquidity and high-frequency quoting
|
2018 |
Blocher, Jesse |
| Reflections on "Cluster analysis for evaluating trading strategies" : commentary
|
2018 |
Bacidore, Jeffrey M. |
| Student-managed portfolios : wisdom of independent crowds?
|
2018 |
Dorn, Daniel |
| The impact of market conditions on voting results in a student-managed fund
|
2018 |
Benton, Ariel I. |
| Canceled orders and executed hidden orders
|
2018 |
Lin, Zhilu |
| Optimal leverage in day trading
|
2018 |
Lundström, Christian |
| Retail order flow segmentation
|
2018 |
Garriott, Corey |
| The art and science of student-managed investment portfolios
|
2018 |
Yerkes, Rustin T. |
| Fund governance and trade events in a student-managed portfolio
|
2018 |
Berkow, Kathryn S. |
| Managing a student-managed fund : the university of San Francisco experience
|
2018 |
Chincarini, Ludwig Boris |
| The impact of MiFID II/MiFIR on European market structure : a survey among market experts
|
2018 |
Gomber, Peter |
| Betas, benchmarks, and beating the market
|
2018 |
Kakushadze, Zura |
| A posteriori multistage optimal trading under transaction costs and a diversification constraint
|
2018 |
Plessen, Mogens Graf |
| Commentary on "If best execution is a process, what does that process look like?"
|
2018 |
Wagner, Wayne H. |
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