//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Wertpapierhandel"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Securities trading
21
Wertpapierhandel
21
Theorie
18
Theory
18
Börsenkurs
6
Share price
6
Liquidity
4
Liquidität
4
Market microstructure
4
Marktmikrostruktur
4
Risiko
4
Risk
4
Bid-ask spread
3
Geld-Brief-Spanne
3
Portfolio selection
3
Portfolio-Management
3
limit order book
3
Adverse Selektion
2
Adverse selection
2
Arbitrage
2
CAPM
2
Control theory
2
Electronic trading
2
Elektronisches Handelssystem
2
Estimation
2
Kontrolltheorie
2
Martingal
2
Martingale
2
Mathematical programming
2
Mathematische Optimierung
2
Schätzung
2
USA
2
United States
2
VWAP
2
adverse selection
2
inventory risk
2
liquidity
2
1999-2001
1
Aktie
1
Analysis
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
21
Type of publication (narrower categories)
All
Article in journal
21
Aufsatz in Zeitschrift
21
Language
All
English
21
Author
All
Bayraktar, Erhan
2
Jarrow, Robert A.
2
Ludkovski, Michael
2
Cartea, Álvaro
1
Cheng, Y.
1
Cont, Rama
1
Dai, Min
1
Easley, David
1
Evans, Jonathan
1
Frei, Christoph
1
Fruth, Antje
1
Gatheral, Jim
1
Gobet, Emmanuel
1
Guasoni, Paolo
1
Guilbaud, Fabien
1
Gökay, Selim
1
Heath, David
1
Henderson, Vicky
1
Hobson, David G.
1
Jaimungal, Sebastian
1
Klein, Irene
1
Ku, Hyejin
1
Liu, F.
1
Liu, R. H.
1
López de Prado, Marcos M.
1
Løkka, Arne
1
Makhlouf, Azmi
1
O'Hara, Maureen
1
Pham, Huyên
1
Protter, Philip E.
1
Pulido, Sergio
1
Schied, Alexander
1
Schöneborn, Torsten
1
Slynko, Alla
1
Soner, Halil Mete
1
Subramanian, Ajay
1
Urusov, Mikhail
1
Wagalath, Lakshithe
1
Weber, Stefan
1
Westray, Nicholas
1
more ...
less ...
Published in...
All
Mathematical finance : an international journal of mathematics, statistics and financial theory
Working paper / National Bureau of Economic Research, Inc.
134
Journal of banking & finance
126
Journal of financial markets
123
NBER working paper series
105
Journal of financial economics
86
NBER Working Paper
83
Discussion paper / Centre for Economic Policy Research
81
Pacific-Basin finance journal
81
The review of financial studies
80
Finance research letters
73
Journal of securities operations & custody
73
The journal of finance : the journal of the American Finance Association
69
International review of financial analysis
62
Journal of empirical finance
58
Journal of financial and quantitative analysis : JFQA
58
The journal of trading
51
Journal of international financial markets, institutions & money
44
The journal of futures markets
44
Review of quantitative finance and accounting
42
Quantitative finance
39
Research paper series / Swiss Finance Institute
39
The European journal of finance
39
The financial review : the official publication of the Eastern Finance Association
39
Applied economics letters
34
Wiley trading series
34
CFS working paper series
33
Management science : journal of the Institute for Operations Research and the Management Sciences
33
Applied economics
32
International review of economics & finance : IREF
32
International journal of theoretical and applied finance
31
Journal of economic dynamics & control
31
SpringerLink / Bücher
31
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
31
Market microstructure and liquidity
30
Fisher College of Business working paper series
29
SAFE working paper
29
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
27
Working paper / Centre for Financial Research
26
IMF staff country report
25
Journal of financial intermediation
25
more ...
less ...
Source
All
ECONIS (ZBW)
21
Showing
1
-
21
of
21
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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 execution of a VWAP order : a stochastic control approach
Frei, Christoph
;
Westray, Nicholas
- In:
Mathematical finance : an international journal of …
25
(
2015
)
3
,
pp. 612-639
Persistent link: https://www.econbiz.de/10011350559
Saved in:
4
Risk metrics and fine tuning of high-frequency trading strategies
Cartea, Álvaro
;
Jaimungal, Sebastian
- In:
Mathematical finance : an international journal of …
25
(
2015
)
3
,
pp. 576-611
Persistent link: https://www.econbiz.de/10011350564
Saved in:
5
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:
6
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:
7
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:
8
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:
9
Liquidation in limit order books with controlled intensity
Bayraktar, Erhan
;
Ludkovski, Michael
- In:
Mathematical finance : an international journal of …
24
(
2014
)
4
,
pp. 627-650
Persistent link: https://www.econbiz.de/10011308178
Saved in:
10
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:
11
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:
12
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:
13
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
Saved in:
14
Optimal trade execution in illiquid markets
Bayraktar, Erhan
;
Ludkovski, Michael
- In:
Mathematical finance : an international journal of …
21
(
2011
)
4
,
pp. 681-701
Persistent link: https://www.econbiz.de/10009311660
Saved in:
15
Optimal timing for an indivisible asset sale
Evans, Jonathan
;
Henderson, Vicky
;
Hobson, David G.
- In:
Mathematical finance : an international journal of …
18
(
2008
)
4
,
pp. 545-567
Persistent link: https://www.econbiz.de/10003769012
Saved in:
16
Distribution-invariant risk measures, information, and dynamic consistency
Weber, Stefan
- In:
Mathematical finance : an international journal of …
16
(
2006
)
2
,
pp. 419-441
Persistent link: https://www.econbiz.de/10003326030
Saved in:
17
Stock liquidation via stochastic approximation using NASDAQ daily and intra-day data
Yin, G.
;
Zhang, Q.
;
Liu, F.
;
Liu, R. H.
;
Cheng, Y.
- In:
Mathematical finance : an international journal of …
16
(
2006
)
1
,
pp. 217-236
Persistent link: https://www.econbiz.de/10003336876
Saved in:
18
No arbitrage under transaction costs, with fractional Brownian motion and beyond
Guasoni, Paolo
- In:
Mathematical finance : an international journal of …
16
(
2006
)
3
,
pp. 569-582
Persistent link: https://www.econbiz.de/10003338701
Saved in:
19
A comment on market free lunch and free lunch
Klein, Irene
- In:
Mathematical finance : an international journal of …
16
(
2006
)
3
,
pp. 583-588
Persistent link: https://www.econbiz.de/10003338702
Saved in:
20
Pareto equilibria with coherent measures of risk
Heath, David
;
Ku, Hyejin
- In:
Mathematical finance : an international journal of …
14
(
2004
)
2
,
pp. 163-172
Persistent link: https://www.econbiz.de/10002032683
Saved in:
21
The liquidity discount
Subramanian, Ajay
;
Jarrow, Robert A.
- In:
Mathematical finance : an international journal of …
11
(
2001
)
4
,
pp. 447-474
Persistent link: https://www.econbiz.de/10001620449
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->