A
André F. Perold
7 works on record
Works
Large scale portfolio optimization
Large scale portfolio optimization
Extreme points and basic feasible solutions in continuous time linear programming
Extreme points and basic feasible solutions in continuous time linear programming
L P B L K D
L P B L K D
On a continuous time simplex method I
On a continuous time simplex method I
Theory of constant proportion portfolio insurance
Theory of constant proportion portfolio insurance
The changing character of stock market liquidity
The changing character of stock market liquidity
New trading practices and short-run market efficiency
New trading practices and short-run market efficiency