Dan diBartolomeo

High Frequency Trading, Algorithmic Buy-Side Execution and Linguistic Syntax

Dan diBartolomeo, 2011 .

Making covariance-based portfolio risk models sensitive to the rate at which markets reflect new information

Dan diBartolomeo, Sandy Warrick, 2005 .

Recent Advances in Management of Taxable Portfolios

Dan diBartolomeo, 2000 .

Using news as a state variable in assessment of financial market risk

Dan diBartolomeo, 2012 .