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Winslow Strong

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This is information that was supplied by Winslow Strong in registering through RePEc. If you are Winslow Strong , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Winslow
Middle Name:
Last Name: Strong
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RePEc Short-ID: pst445

Email:
Homepage: http://www.winslowstrong.com
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Affiliation

Financial and Insurance Mathematics
Eidgenössische Technische Hochschule Zürich (ETHZ)
Location: Zürich, Switzerland
Homepage: http://www.math.ethz.ch/finance/
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Handle: RePEc:edi:fiethch (more details at EDIRC)

Works

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Working papers

  1. Winslow Strong, 2012. "Generalizations of Functionally Generated Portfolios with Applications to Statistical Arbitrage," Papers 1212.1877, arXiv.org, revised Oct 2013.
  2. Winslow Strong, 2011. "Fundamental theorems of asset pricing for piecewise semimartingales of stochastic dimension," Papers 1112.5340, arXiv.org.
  3. Winslow Strong & Jean-Pierre Fouque, 2010. "Diversity and Arbitrage in a Regulatory Breakup Model," Papers 1003.5650, arXiv.org, revised Dec 2010.

Articles

  1. Winslow Strong & Jean-Pierre Fouque, 2011. "Diversity and arbitrage in a regulatory breakup model," Annals of Finance, Springer, vol. 7(3), pages 349-374, August.

NEP Fields

3 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-REG: Regulation (1) 2010-04-11. Author is listed

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