Nicholas Westray

Economics and Econometrics · 2015

A researcher in the Science corpus: 1 paper; trusts 1 researcher and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Nicholas Westray trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Jim Gatheral
  2. Alexander Schied

Papers from Nicholas Westray's perspective

Ordered by how strongly the researchers Nicholas Westray trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Direct Estimation of Equity Market Impact
  2. No-dynamic-arbitrage and market impact
  3. Optimal execution for portfolio transactions
  4. Dam rain and cumulative gain (Proceedings of the Royal Society A)
  5. A General Theory of Markovian Time Inconsistent Stochastic Control Problems
  6. Optimal Trade Execution under Geometric Brownian Motion in the Almgren and Chriss Framework
  7. Fluctuations and response in financial markets: the subtle nature of ‘random’ price changes
  8. Price Manipulation and Quasi-Arbitrage
  9. The Long Memory of the Efficient Market
  10. TRANSIENT LINEAR PRICE IMPACT AND FREDHOLM INTEGRAL EQUATIONS

Their papers