| Taschenbuch der mathematik IN Bronstein, J Hromkovic, B Luderer, HR Schwarz, J Blath, A Schied, ... Springer-Verlag, 2012 | 7079 | 2012 |
| Stochastic finance: an introduction in discrete time H Föllmer, A Schied Walter de Gruyter, 2011 | 3735 | 2011 |
| Convex measures of risk and trading constraints H Föllmer, A Schied Finance and stochastics 6, 429-447, 2002 | 1890 | 2002 |
| Optimal execution strategies in limit order books with general shape functions A Alfonsi, A Fruth, A Schied Quantitative finance 10 (2), 143-157, 2010 | 508 | 2010 |
| Risk aversion and the dynamics of optimal liquidation strategies in illiquid markets A Schied, T Schöneborn Finance and Stochastics 13, 181-204, 2009 | 290 | 2009 |
| Robust preferences and convex measures of risk H Föllmer, A Schied Advances in Finance and Stochastics: Essays in Honour of Dieter Sondermann …, 2002 | 240 | 2002 |
| Optimal trade execution under geometric Brownian motion in the Almgren and Chriss framework J Gatheral, A Schied International Journal of Theoretical and Applied Finance 14 (03), 353-368, 2011 | 239 | 2011 |
| Transient linear price impact and Fredholm integral equations J Gatheral, A Schied, A Slynko Mathematical Finance: An International Journal of Mathematics, Statistics …, 2012 | 192 | 2012 |
| Comparative and qualitative robustness for law-invariant risk measures V Krätschmer, A Schied, H Zähle Finance and Stochastics 18, 271-295, 2014 | 175 | 2014 |
| Dynamical models of market impact and algorithms for order execution J Gatheral, A Schied Handbook on Systemic Risk, Jean-Pierre Fouque, Joseph A. Langsam, eds, 579-599, 2013 | 163 | 2013 |
| Order book resilience, price manipulation, and the positive portfolio problem A Alfonsi, A Schied, A Slynko SIAM Journal on Financial Mathematics 3 (1), 511-533, 2012 | 162 | 2012 |
| Optimal basket liquidation for CARA investors is deterministic A Schied, T Schöneborn, M Tehranchi Applied Mathematical Finance 17 (6), 471-489, 2010 | 162 | 2010 |
| Optimal investments for risk-and ambiguity-averse preferences: a duality approach A Schied Finance and Stochastics 11 (1), 107-129, 2007 | 155 | 2007 |
| Springer-Taschenbuch der Mathematik: Begründet von IN Bronstein und KA Semendjaew Weitergeführt von G. Grosche, V. Ziegler und D. Ziegler Herausgegeben von E. Zeidler E Zeidler, W Hackbusch, J Hromkovic, B Luderer, HR Schwarz, J Blath, ... Springer Fachmedien Wiesbaden, 2013 | 151* | 2013 |
| Convex and coherent risk measures H Föllmer, A Schied Encyclopedia of Quantitative Finance, 355-363, 2010 | 141 | 2010 |
| Optimal trade execution and absence of price manipulations in limit order book models A Alfonsi, A Schied SIAM Journal on Financial Mathematics 1 (1), 490-522, 2010 | 141 | 2010 |
| Robust preferences and robust portfolio choice A Schied, H Föllmer, S Weber Handbook of numerical analysis 15, 29-87, 2009 | 114 | 2009 |
| Optimal investments for robust utility functionals in complete market models A Schied Mathematics of Operations Research 30 (3), 750-764, 2005 | 106 | 2005 |
| Duality theory for optimal investments under model uncertainty A Schied, CT Wu Oldenbourg Wissenschaftsverlag GmbH 23 (3), 199-217, 2005 | 106 | 2005 |
| On the Neyman–Pearson problem for law-invariant risk measures and robust utility functionals A Schied | 101 | 2004 |
