Details about Nikolay Andreev
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
- 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
2015
- Worst-Case Approach To Strategic Optimal Portfolio Selection Under Transaction Costs And Trading Limits
HSE Working papers, National Research University Higher School of Economics
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2014
- On Linearity Of Transaction Costs In Order Driven Market
HSE Working papers, National Research University Higher School of Economics