Optimal Trade Execution with Instantaneous Price Impact and Stochastic Resilience
Authors: Ulrich Horst (HU Berlin) Paulwin Graewe (HU Berlin) Published 2017 in: SIAM Journal on Control and Optimization, 55(6), 3707-3725 Access: Access publication
Collaborative Research Center TRR 190
Authors: Ulrich Horst (HU Berlin) Paulwin Graewe (HU Berlin) Published 2017 in: SIAM Journal on Control and Optimization, 55(6), 3707-3725 Access: Access publication
Authors: Ulrich Horst (HU Berlin) Guanxing Fu (HU Berlin) Published 2017 in: SIAM Journal on Control and Optimization, 55(6), 3833-3868 Access: Access publication
Authors: Martin Spann (University of Munich) Lucas Stich (University of Munich) Klaus M. Schmidt (University of Munich) Published 2017 in: Communications of the ACM, 60(11), 29-31 Access: Access publication
Authors: Klaus Schmidt (University of Munich) Lisa Fey (University of Munich) Carmen Thoma (University of Munich) Published 2017 in: European Economic Review, 98, 111-125 Access: Access publication
Authors: Marco Kleine (MPI-IC Munich) Pascal Langenbach (MPI) Lilia Zhurakhovska (University of Duisburg-Essen) Published 2017 in: Journal of Economic Behavior & Organization, 143, 241-253 Access: Access publication
Authors: Peter Schwardmann (University of Munich) Alessandro Ispano (University of Cergy-Pontoise) Published 2017 in: Games and Economic Behavior, 105, 329-348 Access: Access publication
Authors: Klaus M. Schmidt (University of Munich) Fabian Herweg (University of Bayreuth) Published 2017 in: RAND Journal of Economics, 48(3), 647-672 Access: Access publication
Authors: Roland Strausz (HU Berlin) Published 2017 in: International Journal of Industrial Organization, 54, 215-238 Access: Access publication
Authors: Ludger Wößmann (University of Munich and ifo Institute) Sascha O. Becker (University of Warwick) Markus Nagler (University of Munich) Published 2017 in: Journal of Economic Growth, 22(3), 273-311 Access: Access publication
Authors: Klaus M. Schmidt (University of Munich) Published 2017 in: Scandinavian Journal of Economics, 119(3), 489-511 Access: Access publication
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