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Gruppiert nach: Dokumententyp | Veröffentlichungsdatum
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Anzahl der Publikationen: 9

Paper

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]

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]

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]

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]

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]

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]

Diese Liste wurde am Sat Mar 23 21:23:25 2024 CET erstellt.