Personal Details
First Name: Torsten
Middle Name:
Last Name: Schöneborn
Suffix:
RePEc Short-ID: psc251
Email: [This author has chosen not to make the email address public]
Homepage:
http://www.math.tu-berlin.de/~schoeneborn
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Affiliation
(in no particular order)
Works
| Working papers | Articles | Access
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any)| NEP Fields |
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Working papers
- Schied, Alexander & Schoeneborn, Torsten, 2008.
"Risk aversion and the dynamics of optimal liquidation strategies in illiquid markets,"
MPRA Paper
7105, University Library of Munich, Germany.
[Downloadable!]
Published as: - Schied, Alexander & Schöneborn, Torsten, 2007.
"Optimal Portfolio Liquidation for CARA Investors,"
MPRA Paper
5075, University Library of Munich, Germany.
[Downloadable!]
- Schoeneborn, Torsten & Schied, Alexander, 2007.
"Liquidation in the Face of Adversity: Stealth Vs. Sunshine Trading, Predatory Trading Vs. Liquidity Provision,"
MPRA Paper
5548, University Library of Munich, Germany.
[Downloadable!]
Articles
- Alexander Schied & Torsten Schöneborn, 2009.
"Risk aversion and the dynamics of optimal liquidation strategies in illiquid markets,"
Finance and Stochastics,
Springer, vol. 13(2), pages 181-204, April.
[Downloadable!] (restricted)
Other versions:
NEP Fields
3 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
- NEP-CSE: Economics of Strategic Management (1) 2008-02-16 Author is listed
- NEP-DGE: Dynamic General Equilibrium (2) 2007-10-06 2008-02-16 Author is listed
- NEP-FMK: Financial Markets (1) 2007-10-06 Author is listed
- NEP-MST: Market Microstructure (1) 2007-11-10 Author is listed
- NEP-UPT: Utility Models & Prospect Theory (2) 2007-10-06 2008-02-16 Author is listed
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