| Enhancing trading strategies with order book signals A Cartea, R Donnelly, S Jaimungal Applied Mathematical Finance 25 (1), 1-35, 2018 | 140 | 2018 |
| Algorithmic trading with model uncertainty Á Cartea, R Donnelly, S Jaimungal SIAM Journal on Financial Mathematics 8 (1), 635-671, 2017 | 130 | 2017 |
| Valuing guaranteed withdrawal benefits with stochastic interest rates and volatility R Donnelly, S Jaimungal, DH Rubisov Quantitative Finance 14 (2), 369-382, 2014 | 32 | 2014 |
| Optimal execution: A review R Donnelly Applied Mathematical Finance 29 (3), 181-212, 2022 | 23 | 2022 |
| Optimal decisions in a time priority queue R Donnelly, L Gan Applied Mathematical Finance 25 (2), 107-147, 2018 | 15 | 2018 |
| Optimal trading with differing trade signals R Donnelly, M Lorig Applied Mathematical Finance 27 (4), 317-344, 2020 | 13 | 2020 |
| Ambiguity aversion in algorithmic and high frequency trading RF Donnelly University of Toronto (Canada), 2014 | 10 | 2014 |
| Exploratory control with Tsallis entropy for latent factor models R Donnelly, S Jaimungal SIAM Journal on Financial Mathematics 15 (1), 26-53, 2024 | 8 | 2024 |
| Hedging nontradable risks with transaction costs and price impact Á Cartea, R Donnelly, S Jaimungal Mathematical Finance 30 (3), 833-868, 2020 | 8 | 2020 |
| Portfolio liquidation and ambiguity aversion Á Cartea, R Donnelly, S Jaimungal High-Performance Computing in Finance, 77-114, 2018 | 7 | 2018 |
| Insider trading with temporary price impact W Barger, R Donnelly International Journal of Theoretical and Applied Finance 24 (02), 2150006, 2021 | 6 | 2021 |
| Valuing GWBs with stochastic interest rates and volatility RF Donnelly, S Jaimungal, D Rubisov Donnelly, Ryan Francis, Sebastian Jaimungal, and Dmitri Rubisov." Valuing …, 2012 | 4 | 2012 |
| Dynamic Inventory Management with Mean-Field Competition R Donnelly, Z Li arXiv preprint arXiv:2210.17208, 2022 | 2 | 2022 |
| Effort Expenditure for Cash Flow in a Mean-Field Equilibrium R Donnelly, T Leung International Journal of Theoretical and Applied Finance 22 (04), 1950014, 2019 | 1 | 2019 |
