Dale W.R. Rosenthal
Names
| first: |
Dale |
| middle: |
W.R. |
| last: |
Rosenthal |
Identifer
Contact
Affiliations
-
Morgan Stanley/Parametric
- https://www.parametricportfolio.com
- location: United States, Seattle, WA
Research profile
author of:
- Funding liquidity, market liquidity and TED spread: A two-regime model (RePEc:eee:empfin:v:43:y:2017:i:c:p:143-158)
by Boudt, Kris & Paulus, Ellen C.S. & Rosenthal, Dale W.R. - Funding liquidity, market liquidity and TED spread : A two-regime model (RePEc:nbb:reswpp:201311-244)
by Kris Boudt & Ellen C.S. Paulus & Dale W.R. Rosenthal - Modeling Trade Direction (RePEc:oup:jfinec:v:10:y:2012:i:2:p:390-415)
by Dale W. R. Rosenthal - Modeling Trade Direction (RePEc:pra:mprapa:10209)
by Rosenthal, Dale W.R. - Market structure, counterparty risk, and systemic risk (RePEc:pra:mprapa:36786)
by Rosenthal, Dale W.R. - Performance metrics for algorithmic traders (RePEc:pra:mprapa:36787)
by Rosenthal, Dale W.R. - Approximating correlated defaults (RePEc:pra:mprapa:36788)
by Rosenthal, Dale W.R. - Transact taxes in a price maker/taker market (RePEc:pra:mprapa:40556)
by Rosenthal, Dale W.R. & Thomas, Nordia Diana Marie