Neil A Chriss

Hutchin Hill Capital

142 West 57th Street

New York, NY 10019

United States

SCHOLARLY PAPERS

4

DOWNLOADS
Rank 8,132

SSRN RANKINGS

Top 8,132

in Total Papers Downloads

5,050

CITATIONS
Rank 30,582

SSRN RANKINGS

Top 30,582

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 (4,398)
Citation 4

Abstract:

Loading...

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 (9,070)
Citation 3

Abstract:

Loading...

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 (20,359)

Abstract:

Loading...

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:

Loading...