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Lux, Thomas
46
Hautsch, Nikolaus
42
Caporale, Guglielmo Maria
36
Dow, James
33
Härdle, Wolfgang
33
Campbell, John Y.
32
Foucault, Thierry
29
Gupta, Rangan
29
McAleer, Michael
28
Timmermann, Allan
26
Veronesi, Pietro
26
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26
Gorton, Gary
25
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25
Lo, Andrew W.
25
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24
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23
Weber, Michael
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Bollerslev, Tim
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Chiarella, Carl
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Sornette, Didier
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19
He, Xue-zhong
19
Abel, Andrew B.
18
Engle, Robert F.
18
Hess, Dieter
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Platen, Eckhard
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Shiller, Robert J.
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Bali, Turan G.
17
Hong, Harrison G.
17
Jovanovic, Boyan
17
Pesaran, M. Hashem
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Stein, Jeremy C.
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Allen, Franklin
16
Dumas, Bernard
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National Bureau of Economic Research
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Federal Reserve System / Board of Governors
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Kansantaloustieteen Laitos <Tampere>
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Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
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University of Chicago / Center for Research in Security Prices
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American Finance Association
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Center for Economic Research <Tilburg>
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Centre for Analytical Finance <Århus>
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Erasmus Research Institute of Management
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Institut for Finansiering <Frederiksberg>
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International Monetary Fund
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Robert Schuman Centre for Advanced Studies
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USA / Department of Agriculture
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Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
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University of Canterbury / Dept. of Economics and Finance
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University of Exeter / Department of Economics
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Universität Zürich / Institut für Schweizerisches Bankwesen
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NBER working paper series
211
Working paper / National Bureau of Economic Research, Inc.
203
NBER Working Paper
163
The journal of finance : the journal of the American Finance Association
146
The review of financial studies
130
Journal of financial economics
127
Finance research letters
112
Journal of banking & finance
110
Discussion paper / Centre for Economic Policy Research
94
International review of financial analysis
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Journal of empirical finance
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Economics letters
77
Journal of economic dynamics & control
71
International review of economics & finance : IREF
67
Economic modelling
62
Journal of econometrics
61
The North American journal of economics and finance : a journal of financial economics studies
56
Applied economics
53
The European journal of finance
53
Research paper series / Swiss Finance Institute
52
Journal of financial and quantitative analysis : JFQA
51
Review of quantitative finance and accounting
51
Journal of financial markets
50
Applied economics letters
49
The American economic review
48
Quantitative finance
47
Applied financial economics
46
Management science : journal of the Institute for Operations Research and the Management Sciences
43
CESifo working papers
41
International journal of theoretical and applied finance
41
SFB 649 discussion paper
40
Computational economics
39
Discussion paper / Tinbergen Institute
39
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
38
Journal of economic behavior & organization : JEBO
38
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
38
Journal of accounting & economics
37
Journal of forecasting
37
Pacific-Basin finance journal
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ECONIS (ZBW)
11,105
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1
Essays in economic
theory
Becker, Ralf Michael
-
2002
Persistent link: https://www.econbiz.de/10003779122
Saved in:
2
Mean-variance portfolio selection in presence of infrequently traded stocks
Castellano, Rosella
;
Cerqueti, Roy
- In:
European journal of operational research : EJOR
234
(
2014
)
2
,
pp. 442-449
Persistent link: https://www.econbiz.de/10010356733
Saved in:
3
Market making and portfolio liquidation under uncertainty
Nyström, Kaj
;
Aly, Sidi Mohamed Ould
;
Zhang, Changyong
- In:
International journal of theoretical and applied finance
17
(
2014
)
5
,
pp. 1-33
Persistent link: https://www.econbiz.de/10010437189
Saved in:
4
Optimal market making under partial information with general intensities
Campi, Luciano
;
Zabaljauregui, Diego
- In:
Applied mathematical finance
27
(
2020
)
1/2
,
pp. 1-45
Persistent link: https://www.econbiz.de/10012254093
Saved in:
5
On optimal options book execution strategies with market impact
Kalife, Aymeric
;
Mouti, Saad
- In:
Market microstructure and liquidity
2
(
2016
)
3/4
,
pp. 1-40
Persistent link: https://www.econbiz.de/10011715825
Saved in:
6
Optimal liquidation under stochastic price impact
Barger, Weston
;
Lorig, Matthew
- In:
International journal of theoretical and applied finance
22
(
2019
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012012935
Saved in:
7
Portfolio optimization for a large investor under partial information and price impact
Eksi, Zehra
;
Ku, Hyejin
- In:
Mathematical methods of operations research
86
(
2017
)
3
,
pp. 601-623
Persistent link: https://www.econbiz.de/10011793402
Saved in:
8
Limit order trading with a mean reverting reference price
Ahuja, Saran
;
Papanicolaou, George
;
Ren, Weiluo
;
Yang, …
- In:
Risk and decision analysis
6
(
2017
)
2
,
pp. 121-136
Persistent link: https://www.econbiz.de/10011743827
Saved in:
9
High frequency market making : the role of speed
Aït-Sahalia, Yacine
;
Sağlam, Mehmet
- In:
Journal of econometrics
239
(
2024
)
2
,
pp. 1-29
Persistent link: https://www.econbiz.de/10015074464
Saved in:
10
Capital asset pricing model and conditional value at risk
Karapici, Valbona
- In:
Transformation in the light of theory and globalization …
,
(pp. 157-187)
.
2008
Persistent link: https://www.econbiz.de/10003773181
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