Julian Lorenz


Dr. sc. ETH Zürich 2008 Switzerland
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.

If you have additional information or corrections regarding this mathematician, please use the update form. To submit students of this mathematician, please use the new data form, noting this mathematician's MGP ID of 150837 for the advisor ID.