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Eine Ebene höherGruppiert nach: Dokumententyp |
Veröffentlichungsdatum
Anzahl der Publikationen: 9
2023
Chen, Ying; Tran, Hoang Hai und Horst, Ulrich
(20. Januar 2023):
Optimal Trade Execution under Endogenous Order Flow.
Collaborative Research Center Transregio 190, Discussion Paper No. 368
[PDF, 1MB]
2022
Fu, Guanxing; Horst, Ulrich und Xia, Xiaonyu
(5. Mai 2022):
Portfolio Liquidation Games with Self-Exciting Order Flow.
Collaborative Research Center Transregio 190, Discussion Paper No. 327
[PDF, 1MB]
2021
Horst, Ulrich; Xia, Xiaonyu und Zhou, Chao
(26. Januar 2021):
Portfolio Liquidation under Factor Uncertainty.
Collaborative Research Center Transregio 190, Discussion Paper No. 274
[PDF, 1MB]
2020
Backhoff-Veraguas, Julio; Beissner, Patrick und Horst, Ulrich
(14. Mai 2020):
Robust Contracting in General Contract Spaces.
Collaborative Research Center Transregio 190, Discussion Paper No. 242
[PDF, 849kB]
2018
Fu, Guanxing und Horst, Ulrich
(20. Dezember 2018):
Mean-Field Leader-Follower Games with Terminal State Constraint.
Collaborative Research Center Transregio 190, Discussion Paper No. 129
[PDF, 445kB]
2017
Forges, Françoise und Horst, Ulrich
(2017):
Sender-Receiver Games with Cooperation.
Collaborative Research Center Transregio 190, Discussion Paper No. 17
[PDF, 321kB]
Fu, Guanxing und Horst, Ulrich
(2017):
Mean Field Games with Singular Controls.
Collaborative Research Center Transregio 190, Discussion Paper No. 22
[PDF, 465kB]
Cebirogly, Gökhan; Hautsch, Nikolaus und Horst, Ulrich
(2017):
Order Exposure and Liquidity Coordination: Does Hidden Liquidity Harm Price Efficiency?
Collaborative Research Center Transregio 190, Discussion Paper No. 28
[PDF, 737kB]
Bielagk, Jana; Horst, Ulrich und Moreno-Bromberg, Santiago
(2017):
Trading under Market Impact. -Crossing Networks Interacting with Dealer Markets-.
Collaborative Research Center Transregio 190, Discussion Paper No. 39
[PDF, 704kB]