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Portfolio selection
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optimal trade execution
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Schied, Alexander
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Applied mathematical finance
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ECONIS (ZBW)
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1
Strategic execution trajectories
Bordigoni, Giuliana
;
Figalli, Alessio
;
Ledford, Anthony
; …
- In:
Applied mathematical finance
29
(
2022
)
4
,
pp. 288-330
Persistent link: https://www.econbiz.de/10014291948
Saved in:
2
Optimal trading strategies with limit orders
Agliardi, Rossella
;
Gençay, Ramazan
- In:
International journal of theoretical and applied finance
20
(
2017
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10011686803
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3
Price manipulation in a market impact model with dark pool
Klöck, Florian
;
Schied, Alexander
;
Sun, Yuemeng
- In:
Applied mathematical finance
24
(
2017
)
5/6
,
pp. 417-450
Persistent link: https://www.econbiz.de/10011815281
Saved in:
4
Multivariate transient price impact and matrix-valued positive definite functions
Alfonsi, Aurélien
;
Klöck, Florian
;
Schied, Alexander
- In:
Mathematics of operations research
41
(
2016
)
3
,
pp. 914-934
Persistent link: https://www.econbiz.de/10011520739
Saved in:
5
Optimal
trade
execution
under displaced diffusions dynamics across different risk criteria
Brigo, Damiano
;
Di Graziano, Giuseppe
- In:
Journal of financial engineering
1
(
2014
)
2
,
pp. 1-17
Persistent link: https://www.econbiz.de/10010508077
Saved in:
6
Optimal
trade
execution
under geometric Brownian motion in the Almgren and Chriss framework
Gatheral, Jim
;
Schied, Alexander
- In:
International journal of theoretical and applied finance
14
(
2011
)
3
,
pp. 353-368
Persistent link: https://www.econbiz.de/10009154914
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