Kangjianan Xie

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Papers (2)

1. The impact of proportional transaction costs on systematically generated portfolios q-fin.PM · 2019 · author #2
2. Generalised Lyapunov Functions and Functionally Generated Trading Strategies q-fin.MF · 2018 · author #2

Mentions

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Frequent Coauthors

• Johannes Ruf 2 shared papers