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Paper
Fu, Guanxing; Horst, Ulrich und Xia, Xiaonyu
(5. May 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. January 2021):
Portfolio Liquidation under Factor Uncertainty.
Collaborative Research Center Transregio 190, Discussion Paper No. 274
[PDF, 1MB]