Details about Torsten Schöneborn

Access statistics for papers by Torsten Schöneborn.

Last updated 2016-06-23. Update your information in the RePEc Author Service.

Short-id: psc251

Working Papers

2011

1. Optimal trade execution and price manipulation in order books with time-varying liquidity
   Papers, arXiv.org View citations (2)
   See also Journal Article OPTIMAL TRADE EXECUTION AND PRICE MANIPULATION IN ORDER BOOKS WITH TIME-VARYING LIQUIDITY, Mathematical Finance, Wiley Blackwell (2014) View citations (22) (2014)

2008

2. Risk aversion and the dynamics of optimal liquidation strategies in illiquid markets
   MPRA Paper, University Library of Munich, Germany View citations (12)
   See also Journal Article Risk aversion and the dynamics of optimal liquidation strategies in illiquid markets, Finance and Stochastics, Springer (2009) View citations (86) (2009)

2007

3. Liquidation in the Face of Adversity: Stealth Vs. Sunshine Trading, Predatory Trading Vs. Liquidity Provision
   MPRA Paper, University Library of Munich, Germany View citations (8)
4. Optimal Portfolio Liquidation for CARA Investors
   MPRA Paper, University Library of Munich, Germany View citations (4)

Journal Articles

2015

1. PORTFOLIO LIQUIDATION IN DARK POOLS IN CONTINUOUS TIME
   Mathematical Finance, 2015, 25, (3), 496-544 View citations (12)

2014

2. OPTIMAL TRADE EXECUTION AND PRICE MANIPULATION IN ORDER BOOKS WITH TIME-VARYING LIQUIDITY
   Mathematical Finance, 2014, 24, (4), 651-695 View citations (22)
   See also Working Paper Optimal trade execution and price manipulation in order books with time-varying liquidity, Papers (2011) View citations (2) (2011)
3. Optimal liquidation in dark pools
   Quantitative Finance, 2014, 14, (9), 1519-1539 View citations (9)

2009

4. Risk aversion and the dynamics of optimal liquidation strategies in illiquid markets
   Finance and Stochastics, 2009, 13, (2), 181-204 View citations (86)
   See also Working Paper Risk aversion and the dynamics of optimal liquidation strategies in illiquid markets, MPRA Paper (2008) View citations (12) (2008)