Piotr Arendarski

Piotr Arendarski

Poznan University of Economics - Poznan / Poland
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 5197906
Poznan University of Economics and Business
person_outline Piotr Arendarski's MOST POPULAR ARTICLES
1-) Can banks default overnight? Modelling endogenous contagion on the O/N interbank marketP Smaga, M Wiliński, P Ochnicki, P Arendarski, T GubiecQuantitative Finance 18 (11), 1815-1829, 2018252018
2-) Cointegration based trading strategy for soft commodities marketP Arendarski, Ł PostekFaculty of Economic Sciences, University of Warsaw Working Papers, 201212012
3-) Generalized Momentum Asset Allocation ModelP Arendarski, P Misiewicz, M Nowak, T Skoczylas, R WojciechowskiFaculty of Economic Sciences, University of Warsaw Working Papers, 20142014
4-) Tactical allocation in falling stocks: Combining momentum and solvency ratio signalsP ArendarskiFaculty of Economic Sciences, University of Warsaw Working Papers, 20122012