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Details about Piotr Arendarski

E-mail:
Homepage:http://ue.poznan.pl/en/uniwersytet,c13/wydzialy,c18/wydzial-gospodarki-miedzynarodowej,c21
Workplace:Wydział Nauk Ekonomicznych (Faculty of Economic Sciences), Uniwersytet Warszawski (University of Warsaw), (more information at EDIRC)
Uniwersytet Ekonomiczny w Poznaniu (Poznan University of Economics), (more information at EDIRC)

Access statistics for papers by Piotr Arendarski.

Last updated 2016-12-31. Update your information in the RePEc Author Service.

Short-id: par282

Working Papers

2016

  1. Can banks default overnight? Modeling endogenous contagion on O/N interbank market
    Papers, arXiv.org Downloads View citations (1)

2014

  1. Generalized Momentum Asset Allocation Model
    Working Papers, Faculty of Economic Sciences, University of Warsaw Downloads

2012

  1. Cointegration Based Trading Strategy For Soft Commodities Market
    Working Papers, Faculty of Economic Sciences, University of Warsaw Downloads View citations (1)
  2. Tactical allocation in falling stocks: Combining momentum and solvency ratio signals
    Working Papers, Faculty of Economic Sciences, University of Warsaw Downloads
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