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Publications by Robert Almgren

Optimal Execution of Portfolio Transactions

Journal of Risk

English

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Temporally Faithful Execution of Business Transactions

Notes on Numerical Fluid Mechanics and Multidisciplinary Design

Transfer Processes

English

International Equity Transactions and U.S. Portfolio Choice

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Optimal Execution Strategy of Liquidation

SSRN Electronic Journal

English

Forming an Optimal Investment Portfolio

International Journal of Innovative Technology and Exploring Engineering

Mechanics of Materials

Electronic Engineering

Structural Engineering

Computer Science

English

VWAP Execution as an Optimal Strategy

English

Regularized Index-Tracking Optimal Portfolio Selection

ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH

English

Optimal Annuity Portfolio Under Inflation Risk

SSRN Electronic Journal

English

Optimal Off-Exchange Execution With Closing Price

Journal of Mathematical Finance

English

The Optimal Portfolio Selection Model Underg-Expectation

Abstract and Applied Analysis

Applied Mathematics

English