Micheli, Alessandro
- Evidence of Crowding on Russell 3000 Reconstitution Events
2020/06/12 by Micheli, Alessandro, Neuman, Eyal · 1 citation
#FOS: Economics and business #Portfolio Management (q-fin.PM) #Trading and Market Microstructure (q-fin.TR)
- Fast and Slow Optimal Trading with Exogenous Information
2022/10/04 by Alessandro Micheli, Cont, Rama, Micheli, Alessandro +2 · 1 citation
Economics, Econometrics and Finance · #Financial Markets and Investment Strategies #Stochastic processes and financial applications #Economic theories and models