Please contact us if you encounter any problems downloading our preprints.
- Portfolio liquidation under factor uncertainty (Ulrich Horst, Xiaonyu Xia & Chao Zhou)
- Functionall limit theorems for marked Hawkes point measures (Ulrich Horst & Wei Xu)
- Mean-field leader-follower games with terminal state constraint (Guanxing Fu & Ulrich Horst)
- Continuous viscosity solutions to linear-quadratic stochastic control problems with singular terminal state constraint (Ulrich Horst & Xiaonyu Xia)
- A mean-field game of optimal portfolio liquidation (Guanxing Fu, Paulwin Graewe, Ulrich Horst & Alexandre Popier)
- Order exposure and liquidity coordination. Does hidden liqudity harm price efficiency? (Gökhan Cebiroglu, Nikolaus Hautsch & Ulrich Horst)