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researcher

K. Hamza

26 papers hereh-index 14667 citations67 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • first author7
  • middle author11
  • last author7

Across the 25 of 26 papers where every author was matched, so the position is known.

fields
  • math.PR17
  • q-fin.PM3
  • math.ST2
  • q-fin.PR2
  • econ.TH1
  • q-bio.PE1

identity via Semantic Scholar / OpenAlex

activity
20052026
most citedDynamic portfolio optimization with liquidity cost and market impact: a simulation-and-regression approach

24 citations · 59 across the 23 of their papers we have counts for

collaborators
Showing 2008Show all

1 paper · 1 filter

math.PR2008

The mixing advantage is less than 2

Kais Hamza, Peter Jagers, Aidan Sudbury +1

Corresponding to n independent non-negative random variables X1​,...,Xn​, are values M1​,...,Mn​, where each Mi​ is the expected value of the maximum of n independent cop…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.