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Almgren, Robert F. - Courant Institute of Mathematical Sciences, New York University
Financial Derivatives and Partial Differential Equations
December 17, 2008 Robert Almgren / Encyclopedia of Quantitative Finance Execution Costs 1 Execution Costs
Adaptive Arrival Price Robert Almgren
Thermodynamic basis for a variational model for crystal growth Bayard K. Johnson* and Robert F. Sekerka
Competitive Bids for Principal Program Trades
VOLUME 82, NUMBER 22 P H Y S I C A L R E V I E W L E T T E R S 31 MAY 1999 Crossover Scaling in Dendritic Evolution at Low Undercooling
Direct Estimation of Equity Market Impact
OPTIMAL SOARING WITH HAMILTON-JACOBI-BELLMAN EQUATIONS
Portfolios from Sorts Robert Almgren
July 15, 2004 SIAM Portland Optimization
Mean-Variance Optimal Adaptive Execution Julian Lorenz
Optimal Trading in a Dynamic Market Robert Almgren
Optimal Portfolios from Ordering Information
Optimal Execution with Nonlinear Impact Functions
Bayesian Adaptive Trading with a Daily Cycle
Physica D 146 (2000) 328340 Dual fronts in a phase field model
Optimal Execution of Portfolio Transactions
Geometric Biology for the Chicago Public Schools
Submitted to Operations Research manuscript (Please, provide the mansucript number!)
SECOND-ORDER PHASE FIELD ASYMPTOTICS FOR UNEQUAL CONDUCTIVITIES
