Marko H. Weber

According to our database1, Marko H. Weber authored at least 3 papers between 2017 and 2020.

Collaborative distances:
  • Dijkstra number2 of four.
  • Erdős number3 of four.

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
Other 

Links

On csauthors.net:

Bibliography

2020
Swing Pricing for Mutual Funds: Breaking the Feedback Loop Between Fire Sales and Fund Redemptions.
Manag. Sci., 2020

2018
Rebalancing Multiple Assets with Mutual Price Impact.
J. Optim. Theory Appl., 2018

2017
Rebalancing with Linear and Quadratic Costs.
SIAM J. Control. Optim., 2017


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