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Faculty of Economics Moscow, Russia
National Research University Higher School of Economics
Moscow 101987, Myasnitskaya street, 20
RePEc:edi:fehseru (more details at EDIRC)
Research outputJump to: Working papers
- Nikolay A. Andreev, 2015. "Worst-Case Approach To Strategic Optimal Portfolio Selection Under Transaction Costs And Trading Limits," HSE Working papers WP BRP 45/FE/2015, National Research University Higher School of Economics.
- Nikolay A. Andreev, 2014. "On Linearity Of Transaction Costs In Order Driven Market," HSE Working papers WP BRP 38/FE/2014, National Research University Higher School of Economics.
CitationsMany of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.
- Nikolay A. Andreev, 2015.
"Worst-Case Approach To Strategic Optimal Portfolio Selection Under Transaction Costs And Trading Limits,"
HSE Working papers
WP BRP 45/FE/2015, National Research University Higher School of Economics.
- Nikolay A Andreev, 2017. "Boundedness of the Value Function of the Worst-Case Portfolio Selection Problem with Linear Constraints," HSE Working papers WP BRP 59/FE/2017, National Research University Higher School of Economics.
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