Julian Lorenz
Dr. sc. ETH Zürich 2008
Dissertation:
Optimal Trading Algorithms: Portfolio Transactions, Multiperiod Portfolio Selection, and Competitive Online Search
Mathematics Subject Classification: 90—Operations research, mathematical programming
Advisor 1: Angelika Steger
Advisor 2: Robert Frederick Almgren
Advisor 3: Hans-Jakob Lüthi
No students known.
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