Narrow search
Showing 1 - 7 of 7
Cover Image
Portfolio choice under transitory price impact
Isaenko, Sergei - In: Journal of economic dynamics & control 34 (2010) 11, pp. 2375-2389
Persistent link: https://www.econbiz.de/10009008866
Cover Image
The term structure of interest rates in a pure exchange economy where investors have heterogeneous recursive preferences
Isaenko, Sergei - In: The quarterly review of economics and finance : journal … 48 (2008) 3, pp. 457-481
Persistent link: https://www.econbiz.de/10003747225
Cover Image
Slow-moving capital and stock returns
Isaenko, Sergei - In: Quantitative finance 20 (2020) 6, pp. 969-984
Persistent link: https://www.econbiz.de/10012262653
Cover Image
Optimal mean-reversion strategy in the presence of bid-ask spread and delays in capital allocations
Isaenko, Sergei - In: Quantitative finance 18 (2018) 12, pp. 2051-2065
Persistent link: https://www.econbiz.de/10012262965
Cover Image
Equilibrium theory of stock market crashes
Isaenko, Sergei - In: Journal of economic dynamics & control 60 (2015), pp. 73-94
Persistent link: https://www.econbiz.de/10011575075
Cover Image
Trading strategies and the frequency of time-series
Isaenko, Sergei - In: The quarterly review of economics and finance : journal … 90 (2023), pp. 267-283
Persistent link: https://www.econbiz.de/10014432056
Cover Image
Transaction costs, frequent trading, and stock prices
Isaenko, Sergei - In: Journal of financial markets 64 (2023), pp. 1-32
Persistent link: https://www.econbiz.de/10014466075