Torsten Schöneborn

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Optimal trade execution in order books with stochastic liquidity Mathematical Finance	2019-05-23	Paper
Optimal liquidation and adverse selection in dark pools Mathematical Finance	2018-04-13	Paper
Adaptive basket liquidation Finance and Stochastics	2016-05-23	Paper
Optimal Trade Execution for Time-Inconsistent Mean-Variance Criteria and Risk Functions SIAM Journal on Financial Mathematics	2015-12-09	Paper
Portfolio liquidation in dark pools in continuous time Mathematical Finance	2015-07-15	Paper
Optimal liquidation in dark pools Quantitative Finance	2015-04-16	Paper
Optimal trade execution and price manipulation in order books with time-varying liquidity Mathematical Finance	2014-11-05	Paper
Mean Reversion Pays, but Costs	2011-03-25	Paper
Optimal basket liquidation for CARA investors is deterministic Applied Mathematical Finance	2010-12-15	Paper
A guided tour of new results on ``trade execution in illiquid markets'' Blätter der DGVFM (Deutsche Gesellschaft für Versicherungs- und Finanzmathematik)	2010-06-21	Paper
Risk aversion and the dynamics of optimal liquidation strategies in illiquid markets Finance and Stochastics	2010-04-22	Paper
The topological Tverberg theorem and winding numbers Journal of Combinatorial Theory. Series A	2005-10-17	Paper
The Topological Tverberg Problem and winding numbers	2004-09-06	Paper
On the Topological Tverberg Theorem	2004-05-20	Paper

Research outcomes over time

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