Marko H. Weber

According to our database, Marko H. Weber authored at least 4 papers between 2017 and 2024.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of four.

2024

Systemic Portfolio Diversification.

Agostino Capponi, Marko H. Weber

Oper. Res., 2024

2020

Swing Pricing for Mutual Funds: Breaking the Feedback Loop Between Fire Sales and Fund Redemptions.

Agostino Capponi, Paul Glasserman, Marko H. Weber

Manag. Sci., 2020

2018

Rebalancing Multiple Assets with Mutual Price Impact.

Paolo Guasoni, Marko H. Weber

J. Optim. Theory Appl., 2018

2017

Rebalancing with Linear and Quadratic Costs.

Ren Liu, Johannes Muhle-Karbe, Marko H. Weber

SIAM J. Control. Optim., 2017