Concepedia

Alexander Schied

AS

Statistics

Publications

43

Citations

3.7K

H-Index

26

Active since

1996

Affiliations

University of Waterloo(Current)

University of Mannheim

Technische Universität Berlin

Humboldt-Universität zu Berlin

Alexander Schied is an author at University of Waterloo specializing in business, finance, and asset pricing.

Top concepts

FinanceBusinessEngineeringAsset PricingEconomicsPortfolio OptimizationMathematical ProgrammingFinancial EngineeringManagementFinancial Economics

Publications per year

1996–2021

42

Publications

43

Convex measures of risk and trading constraints

Hans Föllmer, Alexander Schied · Finance and Stochastics · 2002 · 1.5K citations

Portfolio Optimization, Asset Pricing, Convex Measures +3

TRANSIENT LINEAR PRICE IMPACT AND FREDHOLM INTEGRAL EQUATIONS

Jim Gatheral, Alexander Schied, Alla Slynko · Mathematical Finance · 2011 · 188 citations

Dynamic Economic Model, Economics, Optimal Strategies +11

Comparative and qualitative robustness for law-invariant risk measures

Volker Krätschmer, Alexander Schied, Henryk Zähle · Finance and Stochastics · 2014 · 171 citations

Engineering, Qualitative Robustness, Robust Statistic +4

Optimal Basket Liquidation for CARA Investors is Deterministic

Alexander Schied, Torsten Schöneborn, Michael R. Tehranchi · Applied Mathematical Finance · 2010 · 149 citations

Optimal Basket Liquidation, Price Impact Model, Financial Mathematics +16

Order Book Resilience, Price Manipulation, and the Positive Portfolio Problem

Aurélien Alfonsi, Alexander Schied, Alla Slynko · SIAM Journal on Financial Mathematics · 2012 · 130 citations

Mathematical Programming, Market Equilibrium, Portfolio Management +19

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