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:"Finance and stochastics"
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
Price Manipulation in a Market...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
5
Theory
5
Portfolio selection
4
Portfolio-Management
4
Measurement
2
Messung
2
Risiko
2
Risk
2
Catalytic superprocess
1
Coherent risk measure
1
Comparative robustness
1
Convex risk measure
1
Decision under risk
1
Definition
1
Distortion risk measure
1
Dual optimization problem
1
Duales Optimierungsproblem
1
Entscheidung unter Risiko
1
Exchange rate policy
1
Hamilton-Jacobi-Bellman equation
1
Hampel's theorem
1
Index of qualitative robustness
1
Law-invariant risk measure
1
Market impact
1
Nichtlineare Optimierung
1
Nonlinear programming
1
Optimal portfolio liquidation
1
Optimal stochastic control
1
Orlicz space
1
Qualitative robustness
1
Risikoaversion
1
Risikomaß
1
Risk aversion
1
Risk measure
1
Robust statistics
1
Robustes Verfahren
1
Sensitivity analysis
1
Sensitivitätsanalyse
1
Skorohod representation
1
Target zone
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
10
Type of publication (narrower categories)
All
Article in journal
6
Aufsatz in Zeitschrift
6
Language
All
English
6
Undetermined
4
Author
All
Schied, Alexander
10
Föllmer, Hans
2
Lorenz, Christopher
2
Schöneborn, Torsten
2
Krätschmer, Volker
1
Neuman, Eyal
1
Zähle, Henryk
1
more ...
less ...
Published in...
All
Finance and stochastics
Papers / arXiv.org
16
Diskussionspapier
6
SFB 649 Discussion Paper
6
SFB 649 Discussion Papers
6
SFB 649 discussion paper
6
Sonderforschungsbereich 649: Ökonomisches Risiko - Diskussionspapiere
6
Applied mathematical finance
5
Discussion paper / Humboldt-Universität zu Berlin, SFB 649 Economic Risk
5
Finance and Stochastics
5
De Gruyter studies in mathematics
4
Mathematics of operations research
4
MPRA Paper
3
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
Applied Mathematical Finance
2
De Gruyter graduate
2
Mathematical methods of operations research
2
Post-Print / HAL
2
Statistics & Risk Modeling
2
Stochastic Processes and their Applications
2
Advances in finance and stochastics : essays in honour of Dieter Sondermann
1
Computational Statistics
1
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
Discussion papers of interdisciplinary research project 373
1
EFA 2008 Athens Meetings Paper
1
Econophysics of Order-driven Markets : proceedings of Econophys-Kolkata V
1
International Journal of Theoretical and Applied Finance (IJTAF)
1
International journal of theoretical and applied finance
1
Journal of Economic Dynamics and Control
1
Journal of Multivariate Analysis
1
Journal of economic dynamics & control
1
Market microstructure and liquidity
1
Mathematical Finance
1
Mathematical Methods of Operations Research
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Mathematical modeling and numerical methods in finance : special volume
1
Mathematics and financial economics
1
Operations research
1
Quantitative Finance
1
SFB 373 Discussion Paper
1
more ...
less ...
Source
All
ECONIS (ZBW)
6
OLC EcoSci
4
Showing
1
-
10
of
10
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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
Saved in:
2
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
Saved in:
3
Comparative and qualitative robustness for law-invariant risk measures
Krätschmer, Volker
;
Schied, Alexander
;
Zähle, Henryk
- In:
Finance and stochastics
18
(
2014
)
2
,
pp. 271-295
Persistent link: https://www.econbiz.de/10010340784
Saved in:
4
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
Saved in:
5
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
Saved in:
6
Drift dependence of optimal trade execution strategies under transient price impact
Lorenz, Christopher
;
Schied, Alexander
- In:
Finance and stochastics
17
(
2013
)
4
,
pp. 743-770
Persistent link: https://www.econbiz.de/10010190880
Saved in:
7
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/10008211981
Saved in:
8
Convex measures of risk and trading constraints
Föllmer, Hans
;
Schied, Alexander
- In:
Finance and stochastics
6
(
2002
)
4
,
pp. 429-448
Persistent link: https://www.econbiz.de/10008216167
Saved in:
9
Optimal investments for risk- and ambiguity-averse preferences: a duality approach
Schied, Alexander
- In:
Finance and stochastics
11
(
2007
)
1
,
pp. 107-130
Persistent link: https://www.econbiz.de/10008222116
Saved in:
10
Drift dependence of optimal trade execution strategies under transient price impact
Lorenz, Christopher
;
Schied, Alexander
- In:
Finance and stochastics
17
(
2013
)
4
,
pp. 743-770
Persistent link: https://www.econbiz.de/10010183829
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
