Marko H. Weber

Publication Activity (10 Years)

Years Active: 2017-2024
Publications (10 Years): 4

Top Topics

Portfolio Selection

Top Venues

J. Optim. Theory Appl.

SIAM J. Control. Optim.

Publications

Agostino Capponi, Marko H. Weber
Systemic Portfolio Diversification. Oper. Res. 72 (1) (2024)
Agostino Capponi, Paul Glasserman, Marko H. Weber
Swing Pricing for Mutual Funds: Breaking the Feedback Loop Between Fire Sales and Fund Redemptions. Manag. Sci. 66 (8) (2020)
Paolo Guasoni, Marko H. Weber
Rebalancing Multiple Assets with Mutual Price Impact. J. Optim. Theory Appl. 179 (2) (2018)
Ren Liu, Johannes Muhle-Karbe, Marko H. Weber
Rebalancing with Linear and Quadratic Costs. SIAM J. Control. Optim. 55 (6) (2017)