Access Statistics for Alexander Schied

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
A Control Approach to Robust Utility Maximization with Logarithmic Utility and Time-Consistent Penalties	0	1	8	45	4	8	28	153
Convex measures of risk and trading constraints	0	0	0	73	6	18	78	617
Duality theory for optimal investments under model uncertainty	0	1	15	82	1	5	33	229
Liquidation in the Face of Adversity: Stealth Vs. Sunshine Trading, Predatory Trading Vs. Liquidity Provision	1	2	16	42	6	12	72	150
On the Neyman-Pearson problem for law-invariant risk measures and robust utility functionals	1	1	1	1	1	2	2	2
Optimal Investments for Risk- and Ambiguity-Averse Preferences: A Duality Approach	1	2	19	97	2	4	40	219
Optimal Portfolio Liquidation for CARA Investors	1	2	13	66	3	8	46	148
Optimal execution and absence of price manipulations in limit order book models	5	6	6	6	6	9	9	9
Optimal execution strategies in limit order books with general shape functions	2	4	4	4	4	7	7	7
Risk aversion and the dynamics of optimal liquidation strategies in illiquid markets	2	5	23	64	3	12	76	164
Robust Maximization of Consumption with Logarithmic Utility	1	4	21	57	8	14	63	140
Robust Optimal Control for a Consumption-investment Problem	1	3	35	82	3	5	64	153
Robust Utility Maximization in a Stochastic Factor Model	4	7	18	93	5	14	60	259
Total Working Papers	19	38	179	712	52	118	578	2,250

Journal Article	File Downloads				Abstract Views
Journal Article	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
Convex measures of risk and trading constraints	17	37	178	697	33	70	334	1,456
Cramer's condition and Sanov's theorem	5	7	35	35	22	42	123	123
Optimal investments for risk- and ambiguity-averse preferences: a duality approach	0	2	8	10	2	8	28	43
Risk aversion and the dynamics of optimal liquidation strategies in illiquid markets	1	4	10	10	4	12	26	26
Total Journal Articles	23	50	231	752	61	132	511	1,648

Authors with papers registered in the RePEc Author Service.

Authors with no registered papers

LogEc provides access and usage for services based on the RePEc data set.

LogEc is hosted by the Swedish Business School at Örebro University.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2009-11-04