default search action
Alexander Schied
Person information
Refine list
refinements active!
zoomed in on ?? of ?? records
view refined list in
export refined list as
2020 – today
- 2022
- [j20]Paul Embrechts, Alexander Schied
, Ruodu Wang
Robustness in the Optimization of Risk Measures. Oper. Res. 70(1): 95-110 (2022) - [i1]Xiyue Han, Alexander Schied:
Robust Faber-Schauder approximation based on discrete observations of an antiderivative. CoRR abs/2211.11907 (2022) - 2021
- [j19]Peng Liu
Distributional Transforms, Probability Distortions, and Their Applications. Math. Oper. Res. 46(4): 1490-1512 (2021) - 2020
- [j18]Eyal Neuman, Alexander Schied
A central bank strategy for defending a currency peg. Syst. Control. Lett. 144: 104761 (2020)
2010 – 2019
- 2019
- [j17]Alexander Schied
A Market Impact Game Under Transient Price Impact. Math. Oper. Res. 44(1): 102-121 (2019) - 2018
- [j16]Alexander Schied, Leo Speiser, Iryna Voloshchenko:
Model-Free Portfolio Theory and Its Functional Master Formula. SIAM J. Financial Math. 9(3): 1074-1101 (2018) - 2017
- [j15]Volker Krätschmer, Alexander Schied, Henryk Zähle:
Domains of weak continuity of statistical functionals with a view toward robust statistics. J. Multivar. Anal. 158: 1-19 (2017) - [j14]Alexander Schied, Elias Strehle
High-Frequency Limit of Nash Equilibria in a Market Impact Game with Transient Price Impact. SIAM J. Financial Math. 8(1): 589-634 (2017) - 2016
- [j13]Eyal Neuman, Alexander Schied:
Optimal portfolio liquidation in target zone models and catalytic superprocesses. Finance Stochastics 20(2): 495-509 (2016) - [j12]Aurélien Alfonsi
Multivariate Transient Price Impact and Matrix-Valued Positive Definite Functions. Math. Oper. Res. 41(3): 914-934 (2016) - 2014
- [j11]Volker Krätschmer, Alexander Schied, Henryk Zähle:
Comparative and qualitative robustness for law-invariant risk measures. Finance Stochastics 18(2): 271-295 (2014) - 2013
- [j10]Christopher Lorenz, Alexander Schied:
Drift dependence of optimal trade execution strategies under transient price impact. Finance Stochastics 17(4): 743-770 (2013) - [j9]Aurélien Alfonsi
Capacitary Measures for Completely Monotone Kernels via Singular Control. SIAM J. Control. Optim. 51(2): 1758-1780 (2013) - 2012
- [j8]Volker Krätschmer, Alexander Schied, Henryk Zähle:
Qualitative and infinitesimal robustness of tail-dependent statistical functionals. J. Multivar. Anal. 103(1): 35-47 (2012) - [j7]Aurélien Alfonsi
Order Book Resilience, Price Manipulation, and the Positive Portfolio Problem. SIAM J. Financial Math. 3(1): 511-533 (2012) - 2010
- [j6]Aurélien Alfonsi
Optimal Trade Execution and Absence of Price Manipulations in Limit Order Book Models. SIAM J. Financial Math. 1(1): 490-522 (2010)
2000 – 2009
- 2009
- [j5]Alexander Schied, Torsten Schöneborn:
Risk aversion and the dynamics of optimal liquidation strategies in illiquid markets. Finance Stochastics 13(2): 181-204 (2009) - 2008
- [j4]Alexander Schied:
Robust optimal control for a consumption-investment problem. Math. Methods Oper. Res. 67(1): 1-20 (2008) - 2007
- [j3]Alexander Schied:
Optimal investments for risk- and ambiguity-averse preferences: a duality approach. Finance Stochastics 11(1): 107-129 (2007) - [c1]Daniel Hernandez-Hernandez, Alexander Schied:
Robust maximization of consumption with logarithmic utility. ACC 2007: 1120-1123 - 2005
- [j2]Alexander Schied:
Optimal Investments for Robust Utility Functionals in Complete Market Models. Math. Oper. Res. 30(3): 750-764 (2005) - 2002
- [j1]Hans Föllmer, Alexander Schied:
Convex measures of risk and trading constraints. Finance Stochastics 6(4): 429-447 (2002)
Coauthor Index
manage site settings
To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.
Unpaywalled article links
Add open access links from to the list of external document links (if available).
Privacy notice: By enabling the option above, your browser will contact the API of unpaywall.org to load hyperlinks to open access articles. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Unpaywall privacy policy.
Archived links via Wayback Machine
For web page which are no longer available, try to retrieve content from the of the Internet Archive (if available).
Privacy notice: By enabling the option above, your browser will contact the API of archive.org to check for archived content of web pages that are no longer available. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Internet Archive privacy policy.
Reference lists
Add a list of references from ,
, and
to record detail pages.
load references from crossref.org and opencitations.net
Privacy notice: By enabling the option above, your browser will contact the APIs of crossref.org, opencitations.net, and semanticscholar.org to load article reference information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Crossref privacy policy and the OpenCitations privacy policy, as well as the AI2 Privacy Policy covering Semantic Scholar.
Citation data
Add a list of citing articles from and
to record detail pages.
load citations from opencitations.net
Privacy notice: By enabling the option above, your browser will contact the API of opencitations.net and semanticscholar.org to load citation information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the OpenCitations privacy policy as well as the AI2 Privacy Policy covering Semantic Scholar.
OpenAlex data
Load additional information about publications from .
Privacy notice: By enabling the option above, your browser will contact the API of openalex.org to load additional information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the information given by OpenAlex.
last updated on 2024-04-24 22:53 CEST by the dblp team
all metadata released as open data under CC0 1.0 license
see also: Terms of Use | Privacy Policy | Imprint
dblp was originally created in 1993 at:
since 2018, dblp has been operated and maintained by:
the dblp computer science bibliography is funded and supported by: