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Details about Nikolay Andreev

Workplace:Faculty of Economics, National Research University Higher School of Economics (HSE), (more information at EDIRC)

Access statistics for papers by Nikolay Andreev.

Last updated 2023-02-09. Update your information in the RePEc Author Service.

Short-id: pan384


Working Papers

2017

  1. Boundedness of the Value Function of the Worst-Case Portfolio Selection Problem with Linear Constraints
    HSE Working papers, National Research University Higher School of Economics Downloads

2015

  1. Worst-Case Approach To Strategic Optimal Portfolio Selection Under Transaction Costs And Trading Limits
    HSE Working papers, National Research University Higher School of Economics Downloads View citations (1)

2014

  1. On Linearity Of Transaction Costs In Order Driven Market
    HSE Working papers, National Research University Higher School of Economics Downloads
 
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