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Optimal investments for risk- and ambiguity-averse preferences : a duality approach
Schied, Alexander - In: Finance and stochastics 11 (2007) 1, pp. 107-129
Persistent link: https://www.econbiz.de/10003410640
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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/10003939504
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Optimal portfolio liquidation in target zone models and catalytic superprocesses
Neuman, Eyal; Schied, Alexander - In: Finance and stochastics 20 (2016) 2, pp. 495-509
Persistent link: https://www.econbiz.de/10011471483
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Convex measures of risk and trading constraints
Föllmer, Hans; Schied, Alexander - In: Finance and stochastics 6 (2002) 4, pp. 429-447
Persistent link: https://www.econbiz.de/10001702779
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Quantile hedging
Föllmer, Hans; Leukert, Peter - In: Finance and stochastics 3 (1999) 3, pp. 251-273
Persistent link: https://www.econbiz.de/10001389101