QPL - Quantitative Products Laboratory

QPL Newsletter July 2009

- Editorial
- Project of the Month:
-The Business Perspective
-"Multi-Scale Block Estimation of High Dimensional Covariance"

- Editorial
- Project of the Month:
-The Business Perspective
-"Market Impact of Limit Orders"

- Editorial
- Project of the Month:
- The Business Perspective
- “Optimal Display Size of Iceberg Orders”

- Editorial
- Introduction to Dark Pools
- Project of the Month:
- The Business Perspective
- “Liquidation in Dark Pools”

- Editorial
- CVs of new affiliated professors at QPL
- Project of the Month:
- The Business Perspective
- “Hedging under Transaction Costs”

- Editorial
- Overview of Research at QPL
- Project of the Month:
- The Business Perspective
- “Dynamic Portfolio Liquidation”