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:"Journal of financial intermediation"
~isPartOf:"MPRA Paper"
~isPartOf:"Working papers / Federal Reserve Bank of Philadelphia, Research Department"
~person:"Schied, Alexander"
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
EBA final draft implementing t...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Liquidity
3
optimal liquidation strategies
3
algorithmic trading
2
dynamic trading strategies
2
illiquid markets
2
utility maximization
2
liquidity crisis
1
liquidity provision
1
predatory trading
1
stealth trading
1
sunshine trading
1
more ...
less ...
Online availability
All
Free
3
Type of publication
All
Book / Working Paper
3
Language
All
Undetermined
3
Author
All
Schied, Alexander
Ojo, Marianne
19
Li, Wenli
11
Mikhed, Vyacheslav
11
Elul, Ronel
10
Scholnick, Barry
10
Jagtiani, Julapa
9
Corbae, Dean
8
Nakamura, Leonard Isamu
8
Acharya, Viral V.
7
Calem, Paul Seth
7
Chatterjee, Satyajit
7
Freeman, Alan
6
Nakajima, Makoto
6
Ríos-Rull, José-Víctor
6
Agarwal, Sumit
5
Lang, William W.
5
Leitner, Yaron
5
Berger, Allen N.
4
Roman, Raluca A.
4
An, Xudong
3
Cordell, Larry
3
D'Erasmo, Pablo N.
3
Heinrich, Gregor
3
Lin, William
3
Maingi, Raman Quinn
3
Mester, Loretta J.
3
Roszbach, Kasper
3
Sanches, Daniel
3
Sun, David
3
Vo, Xuan Vinh
3
Afonso, Gara
2
Almeida, Heitor
2
Bianchetti, Marco
2
Blascak, Nathan
2
Brueckner, Jan K.
2
Calomiris, Charles W.
2
Chomsisengphet, Souphala
2
Darolia, Rajeev
2
Detragiache, Enrica
2
more ...
less ...
Institution
All
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
3
Published in...
All
Journal of financial intermediation
MPRA Paper
Working papers / Federal Reserve Bank of Philadelphia, Research Department
Applied mathematical finance
1
Source
All
RePEc
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Optimal Portfolio Liquidation for CARA Investors
Schied, Alexander
;
Schöneborn, Torsten
-
Volkswirtschaftliche Fakultät, …
-
2007
absolute risk aversion (CARA). As underlying market impact model, we use the continuous-time
liquidity
model of Almgren and …
Persistent link: https://www.econbiz.de/10005835745
Saved in:
2
Liquidation in the Face of Adversity: Stealth Vs. Sunshine Trading, Predatory Trading Vs.
Liquidity
Provision
Schoeneborn, Torsten
;
Schied, Alexander
-
Volkswirtschaftliche Fakultät, …
-
2007
market over a longer time horizon. We show that the
liquidity
characteristics, the number of competitors in the market and … their trading time horizons determine the optimal strategy for the competitors: they either provide
liquidity
to the seller …
Persistent link: https://www.econbiz.de/10005616623
Saved in:
3
Risk aversion and the dynamics of optimal liquidation strategies in illiquid markets
Schied, Alexander
;
Schoeneborn, Torsten
-
Volkswirtschaftliche Fakultät, …
-
2008
liquidity
model of Almgren (2003). Using a stochastic control approach, we characterize the value function and the optimal … of the position but increasing in the
liquidity
price impact. …
Persistent link: https://www.econbiz.de/10005623263
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
