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Palczewski, J, Schenk-Hoppé, KR and Wang, T (2016) Itchy Feet vs Cool Heads: Flow of Funds in an Agent-based Financial Market. Journal of Economic Dynamics and Control, 63. pp. 53-68. ISSN 0165-1889

Palczewski, J, Poulsen, R, Schenk-Hoppé, KR et al. (1 more author) (2015) Dynamic portfolio optimization with transaction costs and state-dependent drift. European Journal of Operational Research, 243 (3). pp. 921-931. ISSN 0377-2217

This list was generated on Sat Aug 8 13:24:13 2020 BST.