Guillaume Bagnarosa

Publication Activity (10 Years)

Years Active: 2017-2017
Publications (10 Years): 1

Top Topics

Transaction Costs

Optimal Allocation

Top Venues

Publications

Matthew Ames, Guillaume Bagnarosa, Gareth W. Peters, Pavel V. Shevchenko, Tomoko Matsui
Forecasting covariance for optimal carry trade portfolio allocations. ICASSP (2017)