All Stories

  1. DYNAMIC TRADING VOLUME

    Article • Mathematical Finance, June 2015, Wiley

    Dr Marko Weber

  2. Rebalancing Multiple Assets with Mutual Price Impact

    Article • SSRN Electronic Journal, Social Science Electronic Publishing

    Dr Marko Weber

  3. Nonlinear Price Impact and Portfolio Choice

    Article • SSRN Electronic Journal, Social Science Electronic Publishing

    Dr Marko Weber

  4. Rebalancing with Linear and Quadratic Costs

    Article • SSRN Electronic Journal, Social Science Electronic Publishing

    Dr Marko Weber