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Schied, Alexander


 SSRN Author Rank: 2,154 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
9,988
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 This Paper |
HANDBOOK ON SYSTEMIC RISK, Jean-Pierre Fouque, Joseph A. Langsam, eds., pp. 579-599, Cambridge, 2013
Number of Pages in PDF File: 23
Gatheral, Jim
CUNY Baruch College
Schied, Alexander
University of Mannheim
Posted:
05 Apr 12
Last Revised:
04 Sep 13
1,763
(4,717)
6

2.  
Optimal Trade Execution under Geometric Brownian Motion in the Almgren and Chriss Framework | Show Abstract | Download This Paper |
International Journal of Theoretical and Applied Finance, Vol. 14, No. 3, pp. 353-368, 2011
Number of Pages in PDF File: 14
Gatheral, Jim
CUNY Baruch College
Schied, Alexander
University of Mannheim
Posted:
06 Aug 10
Last Revised:
03 Oct 12
1,179
(9,393)
13

3.   Incl. Electronic Paper
Gatheral, Jim
CUNY Baruch College
Schied, Alexander
University of Mannheim
Slynko, Alla
Technische Universität München (TUM)
Posted:
05 Jan 10
Last Revised:
08 Jun 12
1,086
(10,699)
15

4.  
Order Book Resilience, Price Manipulation, and the Positive Portfolio Problem | Show Abstract | Download This Paper |
SIAM Journal on Financial Mathematics, Forthcoming
Number of Pages in PDF File: 24
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
832
(16,157)
14

5.  
Föllmer, Hans
Humboldt University of Berlin
Schied, Alexander
University of Mannheim
Posted:
11 Sep 12
Last Revised:
06 Feb 13
707
(20,451)
 

6.  
Exponential Resilience and Decay of Market Impact | Show Abstract | Download This Paper |
ECONOPHYSICS OF ORDER-DRIVEN MARKET, F. Abergel, B.K. Chakrabarti, A. Chakraborti, M. Mitra, eds., pp. 225-236, Springer, 2011
Number of Pages in PDF File: 12
Gatheral, Jim
CUNY Baruch College
Schied, Alexander
University of Mannheim
Slynko, Alla
Technische Universität München (TUM)
Posted:
01 Aug 10
Last Revised:
13 Feb 11
577
(27,219)
6

7.  
Alfonsi, Aurélien
Université Paris Est - CERMICS
Fruth, Antje
Technical University Berlin
Schied, Alexander
University of Mannheim
Posted:
20 Nov 09
554
(28,779)
38

8.  
Alfonsi, Aurélien
Université Paris Est - CERMICS
Schied, Alexander
University of Mannheim
Posted:
04 Nov 09
Last Revised:
16 Apr 10
496
(33,281)
15

9.  
Schied, Alexander
University of Mannheim
Schoeneborn, Torsten
AHL (Man Investments)
Tehranchi, Michael
University of Cambridge
Posted:
06 Nov 09
Last Revised:
24 Feb 10
493
(33,537)
16

10.  
Schoeneborn, Torsten
AHL (Man Investments)
Schied, Alexander
University of Mannheim
Posted:
27 Aug 07
Last Revised:
20 Mar 09
486
(34,178)
3

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
452
(37,525)
1

12.  
Schied, Alexander
University of Mannheim
Schoeneborn, Torsten
AHL (Man Investments)
Posted:
11 Feb 08
371
(47,818)
22

13.  
Schied, Alexander
University of Mannheim
Slynko, Alla
Technische Universität München (TUM)
Posted:
07 Jan 11
Last Revised:
27 Jun 11
346
(52,127)
5

14.  
Schied, Alexander
University of Mannheim
Schoeneborn, Torsten
AHL (Man Investments)
Posted:
02 Oct 07
192
(98,372)
14

15.  
Robust Strategies for Optimal Order Execution in the Almgren-Chriss Framework | Show Abstract | Download This Paper |
Applied Mathematical Finance, Forthcoming
Number of Pages in PDF File: 20
Schied, Alexander
University of Mannheim
Posted:
25 Jan 12
Last Revised:
25 Sep 12
138
(131,977)
3

16.  
Model-Free CPPI | Show Abstract | Download This Paper |
Journal of Economic Dynamics and Control, Forthcoming
Number of Pages in PDF File: 18
Schied, Alexander
University of Mannheim
Posted:
22 May 13
Last Revised:
16 Jan 14
131
(137,810)
 

17.  
Lorenz, Christopher
University of Mannheim
Schied, Alexander
University of Mannheim
Posted:
30 Jan 12
Last Revised:
04 Mar 13
98
(170,910)
2

18.  
Alfonsi, Aurélien
Université Paris Est - CERMICS
Schied, Alexander
University of Mannheim
Posted:
13 Jan 12
Last Revised:
26 Feb 13
51
(246,725)
1

19.  
Schied, Alexander
University of Mannheim
Zhang, Tao
University of Mannheim
Posted:
26 Apr 13
Last Revised:
01 Mar 15
36
(286,532)
 


Records 1 - 19 of 19 matches
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