Sühan Altay

Publication Activity (10 Years)

Years Active: 2019-2021
Publications (10 Years): 2

Top Topics

Optimal Capacity

Portfolio Optimization

Financial Markets

Top Venues

Ann. Oper. Res.

SIAM J. Financial Math.

Publications

Sühan Altay, Katia Colaneri, Zehra Eksi
Optimal convergence trading with unobservable pricing errors. Ann. Oper. Res. 299 (1) (2021)
Sühan Altay, Katia Colaneri, Zehra Eksi
Portfolio Optimization for a Large Investor Controlling Market Sentiment Under Partial Information. SIAM J. Financial Math. 10 (2) (2019)