Rosenthal, Dale W.R. (2012): Approximating correlated defaults.
Rosenthal, Dale W.R. (2012): Performance metrics for algorithmic traders.
Rosenthal, Dale W.R. (2011): Market structure, counterparty risk, and systemic risk.
Rosenthal, Dale W.R. (2008): Modeling trade direction. Published in: Journal of Financial Econometrics , Vol. 10, No. 2 (2012): pp. 390-415.
Rosenthal, Dale W.R. and Thomas, Nordia Diana Marie and Wang, Hefei (2013): Transaction taxes in a price maker/taker market.
Contact us: mpra@ub.uni-muenchen.de
This repository has been built using EPrints software.
MPRA is a RePEc service hosted by 
.
![[up]](/style/images/multi_up.png)
Up a level