//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~accessRights:"restricted"
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
Risk Metrics and Fine Tuning o...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Securities trading
15
Theorie
15
Theory
15
Wertpapierhandel
15
Electronic trading
13
Elektronisches Handelssystem
13
Market microstructure
10
Marktmikrostruktur
10
Portfolio selection
7
Portfolio-Management
7
Stochastic process
7
Stochastischer Prozess
7
algorithmic trading
7
high-frequency trading
7
Algorithm
6
Algorithmus
6
Anlageverhalten
5
Behavioural finance
5
Learning process
5
Lernprozess
5
Speculation
5
Spekulation
5
Algorithmic trading
4
Börsenkurs
4
Game theory
4
Learning
4
Lernen
4
Market making
4
Share price
4
Spieltheorie
4
Volatility
4
Volatilität
4
stochastic control
4
Adverse Selektion
3
Adverse selection
3
Arbitrage
3
Bid-ask spread
3
Börsenmakler
3
Control theory
3
Decision under uncertainty
3
more ...
less ...
Online availability
All
Undetermined
Free
129
Type of publication
All
Article
53
Type of publication (narrower categories)
All
Article in journal
27
Aufsatz in Zeitschrift
27
Aufsatz im Buch
1
Book section
1
Conference paper
1
Konferenzbeitrag
1
Language
All
English
32
Undetermined
21
Author
All
Jaimungal, Sebastian
34
Cartea, Álvaro
29
Casgrain, Philippe
3
Donnelly, Ryan
3
Karyampas, Dimitrios
3
Wang, Yixuan
3
JAIMUNGAL, SEBASTIAN
2
Ning, Brian
2
Al-Aradi, Ali
1
Albanese, Claudio
1
Arroyo, Álvaro
1
Benth, Fred Espen
1
Bergeron, Maxime
1
Chang, Patrick
1
Chi, Yichun
1
Chong, Yuxiang
1
Choudhary, Vedant
1
Coache, Anthony
1
Drissi, Fayçal
1
Firoozi, Dena
1
Gan, Luhui
1
González-Pedraz, Carlos
1
HIKSPOORS, SAMUEL
1
Hikspoors, Samuel
1
Huang, Xuancheng
1
Kiesel, Rüdiger
1
Kinzebulatov, Damir
1
Kroell, Emma
1
Lawryshyn, Yuri
1
Lin, Franco Ho Ting
1
Lin, X. Sheldon
1
Meyer-Brandis, Thilo
1
Monga, Marcello
1
Moreno-Pino, Fernando
1
Mroczka, Mateusz
1
Nourian, Mojtaba
1
Oomen, Roel
1
Payne, Richard
1
Penalva, José
1
Pesenti, Silvana M.
1
more ...
less ...
Published in...
All
Applied mathematical finance
8
International journal of theoretical and applied finance
6
Mathematical Finance
4
Quantitative Finance
4
Quantitative finance
4
Applied Mathematical Finance
3
Insurance: Mathematics and Economics
3
Journal of Banking & Finance
3
Energy Economics
2
International Journal of Theoretical and Applied Finance (IJTAF)
2
Mathematical finance : an international journal of mathematics, statistics and financial economics
2
Annals of operations research ; volume 259, numbers 1/2 (December 2017)
1
Econometric reviews
1
Energy economics
1
Finance and stochastics
1
Insurance : mathematics and economics
1
Journal of Empirical Finance
1
Journal of banking & finance
1
Mathematics and financial economics
1
Physica A: Statistical Mechanics and its Applications
1
Review of Finance
1
The European Journal of Finance
1
The journal of energy markets
1
more ...
less ...
Source
All
ECONIS (ZBW)
28
RePEc
21
Other ZBW resources
4
Showing
1
-
10
of
53
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Hedging nontradable risks with transaction costs and price impact
Cartea, Álvaro
;
Donnelly, Ryan
;
Jaimungal, Sebastian
- In:
Mathematical Finance
30
(
2020
)
3
,
pp. 833-868
Persistent link: https://www.econbiz.de/10012283196
Saved in:
2
Algorithmic trading with learning
Cartea, Álvaro
;
Jaimungal, Sebastian
;
Kinzebulatov, Damir
- In:
International journal of theoretical and applied finance
19
(
2016
)
4
,
pp. 1-30
Persistent link: https://www.econbiz.de/10011523847
Saved in:
3
Trading strategies within the edges of no-arbitrage
Cartea, Álvaro
;
Jaimungal, Sebastian
;
Ricci, Jason
- In:
International journal of theoretical and applied finance
21
(
2018
)
3
,
pp. 1-37
Persistent link: https://www.econbiz.de/10011889457
Saved in:
4
Irreversible investments and ambiguity aversion
Cartea, Álvaro
;
Jaimungal, Sebastian
- In:
International journal of theoretical and applied finance
20
(
2017
)
7
,
pp. 1-26
Persistent link: https://www.econbiz.de/10011763919
Saved in:
5
Algorithmic trading of co-integrated assets
Cartea, Álvaro
;
Jaimungal, Sebastian
- In:
International journal of theoretical and applied finance
19
(
2016
)
6
,
pp. 1-18
Persistent link: https://www.econbiz.de/10011572368
Saved in:
6
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:
7
Speculative trading of electricity contracts in interconnected locations
Cartea, Álvaro
;
Jaimungal, Sebastian
;
Qin, Zhen
- In:
Energy economics
79
(
2019
),
pp. 3-20
Persistent link: https://www.econbiz.de/10012172248
Saved in:
8
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:
9
Latency and liquidity risk
Cartea, Álvaro
;
Jaimungal, Sebastian
; …
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-37
Persistent link: https://www.econbiz.de/10012807838
Saved in:
10
Foreign exchange markets with Last Look
Cartea, Álvaro
;
Jaimungal, Sebastian
;
Walton, Jamie
- In:
Mathematics and financial economics
13
(
2019
)
1
,
pp. 1-30
Persistent link: https://www.econbiz.de/10012055750
Saved in:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->