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~isPartOf:"Applied mathematical finance"
~subject:"Elektronisches Handelssystem"
~subject:"OTC market"
~subject:"Portfolio selection"
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Elektronisches Handelssystem
OTC market
Portfolio selection
Securities trading
17
Wertpapierhandel
17
Theorie
11
Theory
11
Electronic trading
10
Börsenkurs
9
Share price
9
Market microstructure
8
Marktmikrostruktur
8
algorithmic trading
5
Algorithmic trading
4
Portfolio-Management
4
Signalling
3
high-frequency trading
3
optimal execution
3
Adverse Selektion
2
Adverse selection
2
Aktienmarkt
2
Anlageverhalten
2
Behavioural finance
2
Bid-ask spread
2
Game theory
2
Geld-Brief-Spanne
2
Learning process
2
Lernprozess
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Mathematical programming
2
Mathematische Optimierung
2
Spieltheorie
2
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2
Stochastischer Prozess
2
Stock market
2
adverse selection
2
limit order book
2
market making
2
price impact
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11
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Jaimungal, Sebastian
5
Cartea, Álvaro
4
Donnelly, Ryan
4
Drissi, Fayçal
2
Gan, Luhui
1
Huang, Xuancheng
1
Korn, Ralf
1
Lin, Franco Ho Ting
1
Lorig, Matthew
1
Monga, Marcello
1
Ning, Brian
1
Nourian, Mojtaba
1
Wang, Yixuan
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Applied mathematical finance
Working paper / National Bureau of Economic Research, Inc.
46
NBER working paper series
41
NBER Working Paper
36
Journal of financial economics
35
Journal of securities operations & custody
32
Journal of banking & finance
30
Journal of financial markets
30
The journal of trading
27
The review of financial studies
27
Research paper series / Swiss Finance Institute
24
Discussion paper / Centre for Economic Policy Research
23
Wiley trading series
22
International review of financial analysis
20
The journal of finance : the journal of the American Finance Association
20
SAFE working paper
18
Pacific-Basin finance journal
17
Finance research letters
16
Financial stability review : FSR
16
Management science : journal of the Institute for Operations Research and the Management Sciences
16
Swiss Finance Institute Research Paper
16
The journal of financial market infrastructures
16
The journal of futures markets
16
Quantitative finance
15
Research in international business and finance
15
IMF working papers
14
Market microstructure and liquidity
14
Discussion paper
13
Journal of economic dynamics & control
13
Journal of empirical finance
13
Journal of international financial markets, institutions & money
13
The European journal of finance
13
The financial review : the official publication of the Eastern Finance Association
13
BIS quarterly review : international banking and financial market developments
12
Staff working papers / Bank of England
12
CFS working paper series
11
Discussion papers / CEPR
11
International journal of theoretical and applied finance
11
Review of quantitative finance and accounting
11
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ECONIS (ZBW)
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1
Optimal execution : a review
Donnelly, Ryan
- In:
Applied mathematical finance
29
(
2022
)
3
,
pp. 181-212
Persistent link: https://www.econbiz.de/10013554798
Saved in:
2
Predictable losses of liquidity provision in constant function markets and concentrated liquidity markets
Cartea, Álvaro
;
Drissi, Fayçal
;
Monga, Marcello
- In:
Applied mathematical finance
30
(
2023
)
2
,
pp. 69-93
Persistent link: https://www.econbiz.de/10014443350
Saved in:
3
Solvability of differential riccati equations and applications to algorithmic trading with signals
Drissi, Fayçal
- In:
Applied mathematical finance
29
(
2022
)
6
,
pp. 457-493
Persistent link: https://www.econbiz.de/10014390281
Saved in:
4
Double Deep Q-Learning for optimal execution
Ning, Brian
;
Lin, Franco Ho Ting
;
Jaimungal, Sebastian
- In:
Applied mathematical finance
28
(
2021
)
4
,
pp. 361-380
Persistent link: https://www.econbiz.de/10013411703
Saved in:
5
Spoofing and price manipulation in order-driven markets
Cartea, Álvaro
;
Jaimungal, Sebastian
;
Wang, Yixuan
- In:
Applied mathematical finance
27
(
2020
)
1/2
,
pp. 67-98
Persistent link: https://www.econbiz.de/10012254104
Saved in:
6
Optimal trading with differing trade signals
Donnelly, Ryan
;
Lorig, Matthew
- In:
Applied mathematical finance
27
(
2020
)
4
,
pp. 317-344
Persistent link: https://www.econbiz.de/10012425325
Saved in:
7
Mean-field game strategies for optimal execution
Huang, Xuancheng
;
Jaimungal, Sebastian
;
Nourian, Mojtaba
- In:
Applied mathematical finance
26
(
2019
)
2
,
pp. 153-185
Persistent link: https://www.econbiz.de/10012210268
Saved in:
8
Enhancing trading strategies with order book signals
Cartea, Álvaro
;
Donnelly, Ryan
;
Jaimungal, Sebastian
- In:
Applied mathematical finance
25
(
2018
)
1/2
,
pp. 1-35
Persistent link: https://www.econbiz.de/10011959112
Saved in:
9
Optimal decisions in a time priority queue
Donnelly, Ryan
;
Gan, Luhui
- In:
Applied mathematical finance
25
(
2018
)
1/2
,
pp. 107-147
Persistent link: https://www.econbiz.de/10011959122
Saved in:
10
Modelling asset prices for algorithmic and high-frequency trading
Cartea, Álvaro
;
Jaimungal, Sebastian
- In:
Applied mathematical finance
20
(
2013
)
5/6
,
pp. 512-547
Persistent link: https://www.econbiz.de/10010235563
Saved in:
1
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