Torsten Schöneborn

Publication Activity (10 Years)

Years Active: 2005-2016
Publications (10 Years): 1

Top Topics

Execution Model

Investment Strategies

Selection Criteria

Top Venues

Finance Stochastics

SIAM J. Financial Math.

Publications

Torsten Schöneborn
Adaptive basket liquidation. Finance Stochastics 20 (2) (2016)
Torsten Schöneborn
Optimal Trade Execution for Time-Inconsistent Mean-Variance Criteria and Risk Functions. SIAM J. Financial Math. 6 (1) (2015)
Alexander Schied, Torsten Schöneborn
Risk aversion and the dynamics of optimal liquidation strategies in illiquid markets. Finance Stochastics 13 (2) (2009)
Torsten Schöneborn, Günter M. Ziegler
The Topological Tverberg Theorem and winding numbers. J. Comb. Theory, Ser. A 112 (1) (2005)