Lasry. Large Investor Trading Impacts on Volatility [ J]. Annales de l'Institut Henri Poincare (C) Non Linear Analysis, 2007, 24 (02) : 311 - 323.J-M. Lasry and P-L. Lions : Large investor trading impacts on volatility. Ann. I.H.P. Anal. non Lin., 2006-2007, to appear....
Large Investor Trading Impacts on Volatility 175 We may now formulate explicitly the first problem considered in this paper: let T > 0, given a position α at time t, what is the “maximal” amount of cash we may generate if we request that α T = 0. In order to formulate precisely...
Kramkov, “A model for a large investor trading at market indifference prices. II: Continuous-time case,” arXiv: 1110.3229v2 [q-fin.TR]; Ann. Appl. Probab. (in press).Kramkov, D., Bank, P.: A model for a large investor trading at market indifference prices II: continuous-period ...
A model for a large investor trading at market indifference prices. I: single-period case Kramkov, “A model for a large investor trading at market indifference prices. II: Continuous-time case,” arXiv: 1110.3229v2 [q-fin.TR]; Ann. ... P Bank,D Kramkov - arXiv e-prints 被引量:...
The impacts of investor sentiment on different economic sectors: Evidence from Istanbul Stock Exchange The aim of this study is to construct a model for evaluating the effects of investor sentiment on the conditional volatility by measuring the effects of no... Utku,Uygur,Oktay,... - 《Borsa ...
Rating is based on risk adjusted total return. The overall rating is derived from a weighted average of the fund’s three-, five-, and ten-year average annual returns, as applicable. Click on the question mark next to Morningstar Ratings to view the full Morningstar Ratings, Morningstar Ca...
Performance quoted represents past performance, which is no guarantee of future results. For fluctuating funds, investment return and principal value will fluctuate so that an investor's shares, when sold or redeemed, may be worth more or less than the original cost. For money market funds, inve...
Macro Trading Factory 4.9 The Macro Teller Themes: Macro Asset Allocation Latest on KIE:Fundamental Rotation CEF/ETF Income Laboratory 4.9 Stanford Chemist Themes: Income CEFs Latest on VWOB:VWOB: Emerging Markets Bond ETF, Weak Investment Thesis (Juan De La Hoz) ...
Historical Trading Data 1 Month Avg. Volume6,582 3 Month Avg. Volume6,503 Alternative ETFs in the ETF Database Large Cap Blend Equities Category TypeSymbolExpense RatioAssetsAvg. Daily VolYTD Return CheapestSPLG0.02%$53.7 B6 M-0.25%
Level Four Large Cap Growth Active ETF (LGRO) seeks seeks maximum total return and above peer average risk-adjusted return.