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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"Theorie"
~type_genre:"Article in journal"
~type_genre:"Multi-volume publication"
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Securities trading
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Mathematical finance : an international journal of mathematics, statistics and financial theory
The review of financial studies
39
Journal of banking & finance
35
Journal of financial markets
31
Journal of financial economics
30
Quantitative finance
22
International journal of theoretical and applied finance
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Journal of economic dynamics & control
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The journal of finance : the journal of the American Finance Association
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Finance research letters
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Market microstructure and liquidity
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International review of financial analysis
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The European journal of finance
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Journal of mathematical economics
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Management science : journal of the Institute for Operations Research and the Management Sciences
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The financial review : the official publication of the Eastern Finance Association
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Economics letters
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Mathematical finance : an international journal of mathematics, statistics and financial economics
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Mathematics and financial economics
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Pacific-Basin finance journal
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The review of economic studies
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Review of finance : journal of the European Finance Association
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Applied economics letters
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Economic modelling
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European financial management : the journal of the European Financial Management Association
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1
Fire sales forensics : measuring endogenous risk
Cont, Rama
;
Wagalath, Lakshithe
- In:
Mathematical finance : an international journal of …
26
(
2016
)
4
,
pp. 835-866
Persistent link: https://www.econbiz.de/10011583806
Saved in:
2
Optimal execution horizon
Easley, David
;
López de Prado, Marcos M.
;
O'Hara, Maureen
- In:
Mathematical finance : an international journal of …
25
(
2015
)
3
,
pp. 640-672
Persistent link: https://www.econbiz.de/10011350553
Saved in:
3
Optimal high-frequency trading in a pro rata microstructure with predictive information
Guilbaud, Fabien
;
Pham, Huyên
- In:
Mathematical finance : an international journal of …
25
(
2015
)
3
,
pp. 545-575
Persistent link: https://www.econbiz.de/10011350572
Saved in:
4
The effect of trading futures on short sale constraints
Jarrow, Robert A.
;
Protter, Philip E.
;
Pulido, Sergio
- In:
Mathematical finance : an international journal of …
25
(
2015
)
2
,
pp. 311-338
Persistent link: https://www.econbiz.de/10011350630
Saved in:
5
Optimal liquidation in a limit order book for a risk-averse investor
Løkka, Arne
- In:
Mathematical finance : an international journal of …
24
(
2014
)
4
,
pp. 696-727
Persistent link: https://www.econbiz.de/10011308171
Saved in:
6
Optimal trade execution and price manipulation in order books with time-varying liquidity
Fruth, Antje
;
Schöneborn, Torsten
;
Urusov, Mikhail
- In:
Mathematical finance : an international journal of …
24
(
2014
)
4
,
pp. 651-695
Persistent link: https://www.econbiz.de/10011308175
Saved in:
7
Optimal stock selling, buying strategy with reference to the ultimate average
Dai, Min
;
Zhong, Yifei
- In:
Mathematical finance : an international journal of …
22
(
2012
)
1
,
pp. 165-184
Persistent link: https://www.econbiz.de/10009554687
Saved in:
8
Transient linear price impact and Fredholm integral equations
Gatheral, Jim
;
Schied, Alexander
;
Slynko, Alla
- In:
Mathematical finance : an international journal of …
22
(
2012
)
3
,
pp. 445-474
Persistent link: https://www.econbiz.de/10009613185
Saved in:
9
The tracking error rate of the Delta-Gamma hedging strategy
Gobet, Emmanuel
;
Makhlouf, Azmi
- In:
Mathematical finance : an international journal of …
22
(
2012
)
2
,
pp. 277-309
Persistent link: https://www.econbiz.de/10009613201
Saved in:
10
Liquidity in a binomial market
Gökay, Selim
;
Soner, Halil Mete
- In:
Mathematical finance : an international journal of …
22
(
2012
)
2
,
pp. 250-276
Persistent link: https://www.econbiz.de/10009613203
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