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Alexander Schied
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Taschenbuch der mathematik
IN Bronstein, J Hromkovic, B Luderer, HR Schwarz, J Blath, A Schied, ...
Springer-Verlag, 2012
70752012
Stochastic finance: an introduction in discrete time
H Föllmer, A Schied
Walter de Gruyter, 2011
36742011
Convex measures of risk and trading constraints
H Föllmer, A Schied
Finance and stochastics 6, 429-447, 2002
18592002
Optimal execution strategies in limit order books with general shape functions
A Alfonsi, A Fruth, A Schied
Quantitative finance 10 (2), 143-157, 2010
5082010
Risk aversion and the dynamics of optimal liquidation strategies in illiquid markets
A Schied, T Schöneborn
Finance and Stochastics 13, 181-204, 2009
2892009
Optimal trade execution under geometric Brownian motion in the Almgren and Chriss framework
J Gatheral, A Schied
International Journal of Theoretical and Applied Finance 14 (03), 353-368, 2011
2372011
Robust preferences and convex measures of risk
H Föllmer, A Schied
Advances in Finance and Stochastics: Essays in Honour of Dieter Sondermann …, 2002
2372002
Transient linear price impact and Fredholm integral equations
J Gatheral, A Schied, A Slynko
Mathematical Finance: An International Journal of Mathematics, Statistics …, 2012
1932012
Comparative and qualitative robustness for law-invariant risk measures
V Krätschmer, A Schied, H Zähle
Finance and Stochastics 18, 271-295, 2014
1642014
Order book resilience, price manipulation, and the positive portfolio problem
A Alfonsi, A Schied, A Slynko
SIAM Journal on Financial Mathematics 3 (1), 511-533, 2012
1642012
Dynamical models of market impact and algorithms for order execution
J Gatheral, A Schied
Handbook on Systemic Risk, Jean-Pierre Fouque, Joseph A. Langsam, eds, 579-599, 2013
1622013
Optimal basket liquidation for CARA investors is deterministic
A Schied, T Schöneborn, M Tehranchi
Applied Mathematical Finance 17 (6), 471-489, 2010
1622010
Springer-Taschenbuch der Mathematik: Begründet von IN Bronstein und KA Semendjaew Weitergeführt von G. Grosche, V. Ziegler und D. Ziegler Herausgegeben von E. Zeidler
E Zeidler, W Hackbusch, J Hromkovic, B Luderer, HR Schwarz, J Blath, ...
Springer Fachmedien Wiesbaden, 2013
155*2013
Optimal investments for risk-and ambiguity-averse preferences: a duality approach
A Schied
Finance and Stochastics 11 (1), 107-129, 2007
1522007
Optimal trade execution and absence of price manipulations in limit order book models
A Alfonsi, A Schied
SIAM Journal on Financial Mathematics 1 (1), 490-522, 2010
1442010
Convex and coherent risk measures
H Föllmer, A Schied
Encyclopedia of Quantitative Finance, 355-363, 2010
1402010
Robust preferences and robust portfolio choice
A Schied, H Föllmer, S Weber
Handbook of numerical analysis 15, 29-87, 2009
1132009
Optimal investments for robust utility functionals in complete market models
A Schied
Mathematics of Operations Research 30 (3), 750-764, 2005
1052005
Duality theory for optimal investments under model uncertainty
A Schied, CT Wu
Oldenbourg Wissenschaftsverlag GmbH 23 (3), 199-217, 2005
1042005
On the Neyman–Pearson problem for law-invariant risk measures and robust utility functionals
A Schied
1022004
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