Serie, E.
- Slow decay of impact in equity markets
2014/07/12 by Brokmann, X., Serie, E., Kockelkoren, J. +1 · 5 citations
#FOS: Economics and business #FOS: Physical sciences #Statistical Mechanics (cond-mat.stat-mech) #Trading and Market Microstructure (q-fin.TR)
- LQG for portfolio optimization
2016/11/03 by Abeille, M., Serie, E., Lazaric, A. +1 · 1 citation
#FOS: Economics and business #Portfolio Management (q-fin.PM)