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Schoeneborn, Torsten's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
2,800 |
Total
Citations
59 |
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1.
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Kratz, Peter
Humboldt University of Berlin Schoeneborn, Torsten
AHL (Man Investments)
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17 Feb 09
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Last Revised:
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18 Apr 12
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1,103
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8
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Dark pools, Optimal liquidation, Adverse selection, Market microstructure, Illiquid markets
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2.
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Schoeneborn, Torsten
AHL (Man Investments) Schied, Alexander
University of Mannheim
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27 Aug 07
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Last Revised:
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20 Mar 09
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416
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3
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Liquidity, liquidity crisis, liquidity provision, optimal liquidation strategies, predatory trading, sunshine trading, stealth trading
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3.
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Schied, Alexander
University of Mannheim Schoeneborn, Torsten
AHL (Man Investments) Tehranchi, Michael
University of Cambridge
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06 Nov 09
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Last Revised:
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24 Feb 10
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362
(38,929)
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13
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Liquidity, illiquid markets, optimal liquidation strategies, dynamic trading strategies, algorithmic trading, utility maximization
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4.
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Schied, Alexander
University of Mannheim Schoeneborn, Torsten
AHL (Man Investments)
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307
(47,430)
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19
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Liquidity, illiquid markets, optimal liquidation strategies, dynamic trading strategies, algorithmic trading, utility maximization
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5.
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Schoeneborn, Torsten
AHL (Man Investments)
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16 Feb 09
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Last Revised:
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30 Aug 11
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209
(72,348)
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Liquidity, illiquid markets, optimal liquidation strategies, basket liquidation, dynamic trading strategies, separation theorem, algorithmic trading, utility maximization
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6.
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Schied, Alexander
University of Mannheim Schoeneborn, Torsten
AHL (Man Investments)
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179
(84,157)
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13
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Liquidity, illiquid markets, optimal liquidation strategies, dynamic trading strategies, algorithmic trading, utility maximization
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7.
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Kratz, Peter
Humboldt University of Berlin Schoeneborn, Torsten
AHL (Man Investments)
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31 Jan 12
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Last Revised:
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05 Jul 12
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117
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2
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8.
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Fruth, Antje
Technical University Berlin Schoeneborn, Torsten
AHL (Man Investments) Urusov, Mikhail
University of Ulm - Department of Mathematics and Economics
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12 Sep 11
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Last Revised:
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12 Mar 12
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107
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1
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Market impact model, optimal order execution, limit order book, resilience, time-varying liquidity, price manipulation, transaction-triggered price manipulation
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Records 1 -
8
of 8 matches
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