Thomas Cayé
Ph.D. ETH Zürich 2017
Dissertation:
"Trading with Small Nonlinear Price Impact, Optimal Execution and Rebalancing of Active Investments“
Advisor 1: Halil Mete Soner
Advisor 2: Johannes Muhle-Karbe
Advisor 3: Paolo Guasoni
Advisor 4: Martin Herdegen
No students known.
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