Neil A Chriss

Hutchin Hill Capital

142 West 57th Street

New York, NY 10019

United States

SCHOLARLY PAPERS

4

DOWNLOADS
Rank 7,653

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Top 7,653

in Total Papers Downloads

4,924

CITATIONS
Rank 30,871

SSRN RANKINGS

Top 30,871

in Total Papers Citations

7

Scholarly Papers (4)

1.

Optimal Portfolios from Ordering Information

Number of pages: 62 Posted: 25 Dec 2004
Robert Almgren and Neil A Chriss
University of Toronto - Department of Mathematics and Hutchin Hill Capital
Downloads 2,285 (4,069)
Citation 4

Abstract:

Portfolio Selection, Firm Characteristics, Modern Portfolio Theory, Optimal Portfolios, Portfolio, Optimal, Characteristics, Markowitz, CAPM, Capital Asset Pricing Model, Portfolio Choice

2.

Optimal Liquidation

Number of pages: 37 Posted: 15 Jan 1998
Robert Almgren and Neil A Chriss
University of Toronto - Department of Mathematics and Hutchin Hill Capital
Downloads 1,455 (8,705)
Citation 3

Abstract:

3.

Portfolios from Sorts

Number of pages: 22 Posted: 12 May 2005
Neil A Chriss and Robert Almgren
Hutchin Hill Capital and University of Toronto - Department of Mathematics
Downloads 794 (19,645)

Abstract:

optimal portfolios, portfolio choice, portfolio optimization, optimization theory, convex optimization, asset pricing, capm

4.

An Options Pricing Formula with Volume as a Variable

Posted: 23 Jul 1999
Neil A Chriss
Hutchin Hill Capital

Abstract: