フォロー
Piotr Arendarski
Piotr Arendarski
Poznan University of Economics and Business
確認したメール アドレス: ue.poznan.pl - ホームページ
タイトル
引用先
引用先
年
Can banks default overnight? Modelling endogenous contagion on the O/N interbank market
P Smaga, M Wiliński, P Ochnicki, P Arendarski, T Gubiec
Quantitative Finance 18 (11), 1815-1829, 2018
252018
Cointegration based trading strategy for soft commodities market
P Arendarski, Ł Postek
Faculty of Economic Sciences, University of Warsaw Working Papers, 2012
12012
Generalized Momentum Asset Allocation Model
P Arendarski, P Misiewicz, M Nowak, T Skoczylas, R Wojciechowski
Faculty of Economic Sciences, University of Warsaw Working Papers, 2014
2014
Tactical allocation in falling stocks: Combining momentum and solvency ratio signals
P Arendarski
Faculty of Economic Sciences, University of Warsaw Working Papers, 2012
2012
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論文 1–4