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 financial economics, economics, and business.

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

Natural Sciences, Finance, Mathematics +14

TRANSIENT LINEAR PRICE IMPACT AND FREDHOLM INTEGRAL EQUATIONS

Jim Gatheral, Alexander Schied, Alla Slynko · Mathematical Finance · 2011 · 191 citations

Business, Economics, Finance +10

Comparative and qualitative robustness for law-invariant risk measures

Volker Krätschmer, Alexander Schied, Henryk Zähle · Finance and Stochastics · 2014 · 174 citations

Business, Risk Management, Actuarial Science +13

Optimal Basket Liquidation for CARA Investors is Deterministic

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

Business, Economics, Finance +13

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

Aurélien Alfonsi, Alexander Schied, Alla Slynko · SIAM Journal on Financial Mathematics · 2012 · 131 citations

Business, Finance, Financial Management +13

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