output
20072026
most citedMarket impact and trading profile of large trading orders in stock markets

228 citations

researchers with a paper here

Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.

collaborating institutions
Showing 2015Show all

2 papers · 1 filter

math.FA2015★ 2 cited

-sequentially equicontinuous semigroups: theory and applications

Salvatore Federico, Mauro Rosestolato

We present and apply a theory of one parameter -semigroups of linear operators in locally convex spaces. Replacing the notion of equicontinuity considered by the literature wi…

q-fin.PM2015★ 1 cited

The Robust Merton Problem of an Ambiguity Averse Investor

Sara Biagini, Mustafa Pinar

We derive a closed form portfolio optimization rule for an investor who is diffident about mean return and volatility estimates, and has a CRRA utility. The novelty is that confide…