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- Portfolio liquidation under transient price impact - theoretical solution and implementation with 100 NASDAQ stocks (Y. Chen, U. Horst & H.H. Tran)
- The microstructure of stochastic volatility models with self-exciting jump dynamics (U. Horst & W. Xu)
- Robust contracting in general contract spaces (J. Backhoff-Veraguas, P. Beissner & U. Horst)
- 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)
- 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)