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Avellaneda, Marco


 SSRN Author Rank: 1,001 by Downloads
 Professor
 

New York University (NYU) - Courant Institute of Mathematical Sciences


 251 Mercer Street
 New York, NY 10012
 United States
 212-998-3129 (Phone)
 212-995-4121 (Fax)
 email address
 Partner
 

Finance Concepts LLC


 590 Madison Avenue
 21st Floor
 New York, NY 10022
 United States
 HOME PAGE: http://www.finance-concepts.com
 email address

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. Avellaneda, Marco's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
17,448
Total
Citations
86
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Avellaneda, Marco
New York University (NYU) - Courant Institute of Mathematical Sciences
Lee, Jeong-Hyun
New York University (NYU) - Courant Institute of Mathematical Sciences
Posted:
30 Jun 08
Last Revised:
05 Aug 08
5,195
(748)
6

2.  
Avellaneda, Marco
New York University (NYU) - Courant Institute of Mathematical Sciences
Friedman, Craig A.
TIAA-CREF
Holmes, Richard
New York University (NYU) - Courant Institute of Mathematical Sciences
Samperi, Dominick J.
Decision Synergy
Posted:
01 Feb 97
2,705
(2,411)
27

3.  
Avellaneda, Marco
New York University (NYU) - Courant Institute of Mathematical Sciences
Zhu, Yingzi
Tsinghua University - School of Economics & Management
Posted:
01 Apr 97
2,512
(2,741)
10

4.  
Avellaneda, Marco
New York University (NYU) - Courant Institute of Mathematical Sciences
Reed, Josh
New York University (NYU) - Department of Information, Operations, and Management Sciences
Stoikov, Sasha
Cornell Financial Engineering Manhattan
Posted:
14 Oct 10
Last Revised:
11 Oct 12
1,966
(4,177)
3

5.  
Avellaneda, Marco
New York University (NYU) - Courant Institute of Mathematical Sciences
Zhang, Stanley Jian
New York University (NYU)
Posted:
17 May 09
Last Revised:
15 Sep 09
1,838
(4,689)
18

6.  
Lipkin, Mike
Columbia University
Avellaneda, Marco
New York University (NYU) - Courant Institute of Mathematical Sciences
Posted:
12 Mar 09
614
(26,487)
4

7.  
Scherer, Kevin Paul
New York University (NYU) - Courant Institute of Mathematical Sciences
Avellaneda, Marco
New York University (NYU) - Courant Institute of Mathematical Sciences
Posted:
02 Oct 00
597
(27,506)
6

8.   Incl. Electronic Paper
Avellaneda, Marco
New York University (NYU) - Courant Institute of Mathematical Sciences
Lipkin, Mike
Columbia University
Posted:
22 Nov 03
Last Revised:
11 Mar 04
595
(27,620)
5

9.  
Avellaneda, Marco
New York University (NYU) - Courant Institute of Mathematical Sciences
Boyer-Olson, Dash
Gargoyle Strategic Investments L.L.C.
Posted:
21 Nov 02
592
(27,829)
4

10.  
Avellaneda, Marco
New York University (NYU) - Courant Institute of Mathematical Sciences
Dobi, Doris
Courant Institute of Mathematical Sciences
Posted:
10 Aug 12
Last Revised:
18 Sep 12
230
(86,474)
1

11.  
Genaro, Alan De
University of Sao Paulo (USP) - Department of Economics
Avellaneda, Marco
New York University (NYU) - Courant Institute of Mathematical Sciences
Posted:
15 Apr 12
Last Revised:
28 Jul 13
183
(108,183)
 

12.  
Avellaneda, Marco
New York University (NYU) - Courant Institute of Mathematical Sciences
Cont, Rama
Imperial College London
Posted:
11 Apr 13
Last Revised:
28 May 13
165
(118,816)
 

13.  
Portfolio Risk in Multiple Frequencies | Show Abstract | Download This Paper | Open PDF in Browser |
IEEE Signal Processing Magazine, 2011
Number of Pages in PDF File: 12
Akansu, Ali
New Jersey Institute of Technology
Torun, Mustafa
New Jersey Institute of Technology
Avellaneda, Marco
New York University (NYU) - Courant Institute of Mathematical Sciences
Posted:
17 Jan 12
150
(129,134)
2

14.  
Genaro, Alan De
University of Sao Paulo (USP) - Department of Economics
Avellaneda, Marco
New York University (NYU) - Courant Institute of Mathematical Sciences
Posted:
23 Apr 12
106
(169,478)
 

15.  
Weighted Monte Carlo: A New Technique for Calibrating Asset-Pricing Models | Show Abstract |
International Journal of Theoretical and Applied Finance, Vol. 4, No. 1, 2001
Avellaneda, Marco
New York University (NYU) - Courant Institute of Mathematical Sciences
Buff, Robert
affiliation not provided to SSRN
Friedman, Craig A.
TIAA-CREF
Grandechamp, Nicolas
affiliation not provided to SSRN
Kruk, Lukasz
affiliation not provided to SSRN
Newman, Joshua
affiliation not provided to SSRN
Posted:
12 Feb 11
 

16.  
Avellaneda, Marco
New York University (NYU) - Courant Institute of Mathematical Sciences
Paras, Antonio
New York University (NYU) - Courant Institute of Mathematical Sciences
Posted:
10 Sep 99
 

17.  
Levy, Arnon
affiliation not provided to SSRN
Avellaneda, Marco
New York University (NYU) - Courant Institute of Mathematical Sciences
Paras, Antonio
New York University (NYU) - Courant Institute of Mathematical Sciences
Posted:
26 Dec 98
 

18.  
Lewicki, Pawel
J.P. Morgan Chase Securities Inc.
Avellaneda, Marco
New York University (NYU) - Courant Institute of Mathematical Sciences
Posted:
03 Nov 98
 

19.  
Avellaneda, Marco
New York University (NYU) - Courant Institute of Mathematical Sciences
Paras, Antonio
New York University (NYU) - Courant Institute of Mathematical Sciences
Posted:
22 Aug 98
 


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