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Schied, Alexander


 SSRN Author Rank: 2,185 by Downloads
 Professor
 

University of Mannheim


 Department of Mathematics
 A 5, 6
 Mannheim, 68131
 Germany
 +49-621-181-2513 (Phone)
 HOME PAGE: http://www.alexschied.de/
 email address

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. Schied, Alexander's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
9,549
Total
Citations
174
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Dynamical Models of Market Impact and Algorithms for Order Execution | Show Abstract | Download |
HANDBOOK ON SYSTEMIC RISK, Jean-Pierre Fouque, Joseph A. Langsam, eds., pp. 579-599, Cambridge, 2013
Accepted Paper Series
Gatheral, Jim
Baruch College, CUNY
Schied, Alexander
University of Mannheim
Posted:
05 Apr 12
Last Revised:
04 Sep 13
1,606
(5,282)
6

2.  
Optimal Trade Execution under Geometric Brownian Motion in the Almgren and Chriss Framework | Show Abstract | Download |
International Journal of Theoretical and Applied Finance, Vol. 14, No. 3, pp. 353-368, 2011
Accepted Paper Series
Gatheral, Jim
Baruch College, CUNY
Schied, Alexander
University of Mannheim
Posted:
06 Aug 10
Last Revised:
03 Oct 12
1,110
(9,811)
13

3.   Incl. Electronic Paper
Gatheral, Jim
Baruch College, CUNY
Schied, Alexander
University of Mannheim
Slynko, Alla
Technische Universität München (TUM)
Posted:
05 Jan 10
Last Revised:
08 Jun 12
1,058
(10,591)
15

4.  
Order Book Resilience, Price Manipulation, and the Positive Portfolio Problem | Show Abstract | Download |
SIAM Journal on Financial Mathematics, Forthcoming
Accepted Paper Series
Alfonsi, Aurélien
Université Paris Est - CERMICS
Schied, Alexander
University of Mannheim
Slynko, Alla
Technische Universität München (TUM)
Posted:
04 Nov 09
Last Revised:
02 Apr 12
804
(16,122)
14

5.  
Föllmer, Hans
Humboldt University of Berlin
Schied, Alexander
University of Mannheim
Posted:
11 Sep 12
Last Revised:
06 Feb 13
688
(20,202)
 

6.  
Exponential Resilience and Decay of Market Impact | Show Abstract | Download |
ECONOPHYSICS OF ORDER-DRIVEN MARKET, F. Abergel, B.K. Chakrabarti, A. Chakraborti, M. Mitra, eds., pp. 225-236, Springer, 2011
Accepted Paper Series
Gatheral, Jim
Baruch College, CUNY
Schied, Alexander
University of Mannheim
Slynko, Alla
Technische Universität München (TUM)
Posted:
01 Aug 10
Last Revised:
13 Feb 11
563
(26,721)
6

7.  
Alfonsi, Aurélien
Université Paris Est - CERMICS
Fruth, Antje
Technical University Berlin
Schied, Alexander
University of Mannheim
Posted:
20 Nov 09
540
(28,319)
38

8.  
Alfonsi, Aurélien
Université Paris Est - CERMICS
Schied, Alexander
University of Mannheim
Posted:
04 Nov 09
Last Revised:
16 Apr 10
485
(32,621)
15

9.  
Schoeneborn, Torsten
AHL (Man Investments)
Schied, Alexander
University of Mannheim
Posted:
27 Aug 07
Last Revised:
20 Mar 09
477
(33,358)
3

10.  
Schied, Alexander
University of Mannheim
Schoeneborn, Torsten
AHL (Man Investments)
Tehranchi, Michael
University of Cambridge
Posted:
06 Nov 09
Last Revised:
24 Feb 10
461
(34,830)
16

11.  
Klöck, Florian
University of Mannheim
Schied, Alexander
University of Mannheim
Sun, Yuemeng Sunny
Cornell University - School of Operations Research and Industrial Engineering
Posted:
19 Mar 11
Last Revised:
21 Jan 14
428
(38,278)
1

12.  
Schied, Alexander
University of Mannheim
Schoeneborn, Torsten
AHL (Man Investments)
Posted:
11 Feb 08
359
(47,388)
22

13.  
Schied, Alexander
University of Mannheim
Slynko, Alla
Technische Universität München (TUM)
Posted:
07 Jan 11
Last Revised:
27 Jun 11
337
(51,191)
5

14.  
Schied, Alexander
University of Mannheim
Schoeneborn, Torsten
AHL (Man Investments)
Posted:
02 Oct 07
190
(94,953)
14

15.  
Schied, Alexander
University of Mannheim
Posted:
25 Jan 12
Last Revised:
25 Sep 12
135
(128,805)
3

16.  
Model-Free CPPI | Show Abstract | Download |
Journal of Economic Dynamics and Control, Forthcoming
Accepted Paper Series
Schied, Alexander
University of Mannheim
Posted:
22 May 13
Last Revised:
16 Jan 14
129
(133,636)
 

17.  
Lorenz, Christopher
University of Mannheim
Schied, Alexander
University of Mannheim
Posted:
30 Jan 12
Last Revised:
04 Mar 13
98
(163,688)
2

18.  
Alfonsi, Aurélien
Université Paris Est - CERMICS
Schied, Alexander
University of Mannheim
Posted:
13 Jan 12
Last Revised:
26 Feb 13
49
(240,737)
1

19.  
Schied, Alexander
University of Mannheim
Zhang, Tao
University of Mannheim
Posted:
26 Apr 13
Last Revised:
04 Sep 13
32
(283,140)
 


Records 1 - 19 of 19 matches
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