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Optimal Rebalance with Market Impact Transaction Costs

Optimal Rebalance with Market Impact Transaction Costs

by Rogerio Oliveira Ph.D., Modeling and Risk Director.

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Stock Market Investing through Risk Factors

Stock Market Investing through Risk Factors

by Rogerio Oliveira Ph.D., Modeling and Risk Director.

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Market Impact and Scalability

Market Impact and Scalability

por Rogerio Oliveira Ph.D., Diretor de Risco e Modelagem.

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