EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"Optimal Liquidation"
Narrow search

Narrow search

Year of publication
Subject
All
Theorie 25 Theory 24 Liquidity 20 Optimal liquidation 18 Portfolio selection 18 Portfolio-Management 18 Liquidität 16 optimal liquidation 16 Stochastic process 11 Stochastischer Prozess 11 Wertpapierhandel 11 Securities trading 10 Börsenkurs 9 Market microstructure 9 Marktliquidität 9 Market liquidity 8 Marktmikrostruktur 8 Mathematical programming 8 Mathematische Optimierung 8 Share price 8 illiquid markets 6 Risikoaversion 5 Risk aversion 5 algorithmic trading 5 Bid-ask spread 4 Control theory 4 Financial market 4 Finanzmarkt 4 Geld-Brief-Spanne 4 Kontrolltheorie 4 Market impact 4 price impact 4 Adverse selection 3 Anlageverhalten 3 Behavioural finance 3 Electronic trading 3 Elektronisches Handelssystem 3 Hamilton-Jacobi-Bellman equation 3 Handelsvolumen der Börse 3 Manipulation 3
more ... less ...
Online availability
All
Undetermined 22 Free 11 CC license 2
Type of publication
All
Article 33 Book / Working Paper 7 Other 1
Type of publication (narrower categories)
All
Article in journal 28 Aufsatz in Zeitschrift 28 Graue Literatur 2 Non-commercial literature 2 Working Paper 2 Arbeitspapier 1 Hochschulschrift 1
more ... less ...
Language
All
English 33 Undetermined 8
Author
All
Schied, Alexander 6 Schöneborn, Torsten 5 Kratz, Peter 4 Cayé, Thomas 2 Guéant, Olivier 2 Horst, Ulrich 2 Lehalle, Charles-Albert 2 Leung, Tim 2 Løkka, Arne 2 Muhle-Karbe, Johannes 2 Schoeneborn, Torsten 2 Ankirchner, Stefan 1 Baldacci, Bastien 1 Battauz, Anna 1 Becherer, Dirk 1 Benveniste, Jerome 1 Bilarev, Todor 1 Blanchet-Scalliet, Christophette 1 Braouezec, Yann 1 Brown, David 1 Brown, David B. 1 Brunovský, Pavol 1 Cardaliaguet, Pierre 1 Carlin, Bruce Ian 1 Cheng, Yilin 1 Ching, Wai Ki 1 Contreras, Ana Roldan 1 Cooper, Russell W. 1 Dolinsky, Yan 1 Dolinskyi, Leonid 1 Eyraud-Loisel, Anne 1 Forde, Martin 1 Frentrup, Peter 1 Graewe, Paulwin 1 Gu, Jia-wen 1 Gökhan Cebiro˜glu 1 Kempf, Hubert 1 Kim, Woo Chang 1 Klöck, Florian 1 Komadel, Ján 1
more ... less ...
Institution
All
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 3 Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät 1
Published in...
All
MPRA Paper 3 Mathematical finance : an international journal of mathematics, statistics and financial theory 3 Mathematics and financial economics 3 European journal of operational research : EJOR 2 Finance research letters 2 International journal of theoretical and applied finance 2 Journal of mathematical finance 2 Applied Mathematical Finance 1 Applied mathematical finance 1 Computational management science 1 Decisions in economics and finance : a journal of applied mathematics 1 Economic theory : official journal of the Society for the Advancement of Economic Theory 1 Finance and Stochastics 1 Finance and stochastics 1 Financial Markets and Portfolio Management 1 Financial innovation : FIN 1 International Journal of Theoretical and Applied Finance (IJTAF) 1 Journal of financial engineering 1 Management Science 1 Market microstructure and liquidity 1 Mathematical finance : an international journal of mathematics, statistics and financial economics 1 Mathematics of operations research 1 Quantitative finance 1 Research paper series / Swiss Finance Institute 1 Review of finance : journal of the European Finance Association 1 Risks : open access journal 1 SFB 649 Discussion Paper 1 SFB 649 Discussion Papers 1 Swiss Finance Institute Research Paper 1 The European journal of finance 1
more ... less ...
Source
All
ECONIS (ZBW) 30 RePEc 9 BASE 1 EconStor 1
Showing 41 - 41 of 41
Cover Image
Risk aversion and the dynamics of optimal liquidation strategies in illiquid markets
Schied, Alexander; Schöneborn, Torsten - In: Finance and Stochastics 13 (2009) 2, pp. 181-204
Persistent link: https://www.econbiz.de/10005613384
Saved in:
  • First
  • Prev
  • 1
  • 2
  • 3
  • 4
  • 5
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...