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2. A market impact game under transient price impact. (2017). Zhang, Tao ; Schied, Alexander.
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3. Optimal Position Management for a Market Maker with Stochastic Price Impacts. (2015). Fujii, Masaaki.
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4. Price manipulation in a market impact model with dark pool. (2014). Sun, Yuemeng ; Klock, Florian ; Schied, Alexander.
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5. Undisclosed orders and optimal submission strategies in a limit order market. (2013). Rindi, Barbara ; Buti, Sabrina.
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6. Individual investors and financial disclosure. (2013). Lawrence, Alastair.
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7. Optimal starting times, stopping times and risk measures for algorithmic trading: Target Close and Implementation Shortfall. (2013). LEHALLE, Charles-Albert ; Labadie, Mauricio.
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8. General Intensity Shapes in Optimal Liquidation. (2013). LEHALLE, Charles-Albert ; Olivier Gu'eant, .
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9. Optimal starting times, stopping times and risk measures for algorithmic trading. (2012). LEHALLE, Charles-Albert ; Labadie, Mauricio.
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10. Optimal execution and price manipulations in time-varying limit order books. (2012). Acevedo, Jose Infante ; Alfonsi, Aurelien.
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11. Calibration of optimal execution of financial transactions in the presence of transient market impact. (2012). Lillo, Fabrizio ; Busseti, Enzo.
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12. Optimal execution and price manipulations in time-varying limit order books. (2012). Jos'e Infante Acevedo, ; Alfonsi, Aur'Elien.
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13. Portfolio liquidation in dark pools in continuous time. (2012). Schoneborn, Torsten ; Kratz, Peter.
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14. Extreme returns: The case of currencies. (2011). Savaser, Tanseli ; Osler, Carol.
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15. A limit order book model for latency arbitrage. (2011). Cohen, Samuel N. ; Szpruch, Lukasz.
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16. Optimal trade execution and price manipulation in order books with time-varying liquidity. (2011). Schöneborn, Torsten ; Schoeneborn, Torsten ; Urusov, Mikhail ; Fruth, Antje.
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17. Optimal trade execution and absence of price manipulations in limit order book models. (2010). Schied, Alexander ; Alfonsi, Aurelien.
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18. Strategic trading in the wrong direction by a large institutional insider. (2010). Giambona, Erasmo ; Golec, Joseph.
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19. Portfolio choice under transitory price impact. (2010). Isaenko, Sergei.
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21. Intraday Patterns in the Cross-section of Stock Returns. (2010). Korajczyk, Robert ; Heston, Steven L. ; Sadka, Ronnie.
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22. Optimal execution strategies in limit order books with general shape functions. (2010). Schied, Alexander ; Alfonsi, Aur'Elien ; Schulz, Antje .
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27. VaR and Liquidity Risk.Impact on Market Behaviour and Measurement Issues.. (2008). Erzegovesi, Luca.
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28. Risk aversion and the dynamics of optimal liquidation strategies in illiquid markets. (2008). Schied, Alexander ; Schöneborn, Torsten ; Schoeneborn, Torsten .
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29. Bid ask spread in a competitive market with institutions and order size. (2008). Dey, Malay ; Kazemi, Hossein.
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31. Liquidation in the Face of Adversity: Stealth Vs. Sunshine Trading, Predatory Trading Vs. Liquidity Provision. (2007). Schied, Alexander ; Schöneborn, Torsten.
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41. A DYNAMIC MODEL WITH IMPORT QUOTA CONSTRAINTS. (2003). Pavlova, Anna ; Basak, Suleyman.
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42. Market force, ecology and evolution. (2002). Farmer, J..
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43. Strategic trading and learning about liquidity. (2002). Rady, Sven ; Hong, Harrison.
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