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Cyril Deremble · Study
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Author
Cyril Deremble
4 works
· latest 2016
· 1 institutions
cluster: provisional
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Most cited in this library
Two centuries of trend following
2014 · 90 citations
Risk premia: asymmetric tail risks and excess returns
2016 · 75 citations
Anomalous Price Impact and the Critical Nature of Liquidity in Financial Markets
2011 · 37 citations
Optimal trading with linear costs
2012 · 31 citations
Works
4 shown
Risk premia: asymmetric tail risks and excess returns
Quantitative Finance
·
2016
·
6 authors
·
Open access
75
citations
Two centuries of trend following
The Journal of Investment Strategies
·
2014
·
5 authors
·
Open access
90
citations
Optimal trading with linear costs
The Journal of Investment Strategies
·
2012
·
4 authors
·
Open access
31
citations
Anomalous Price Impact and the Critical Nature of Liquidity in Financial Markets
SSRN Electronic Journal
·
2011
·
6 authors
·
preprint
·
Open access
37
citations