output
20072026
most citedMarket impact and trading profile of large trading orders in stock markets

228 citations

researchers with a paper here

Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.

collaborating institutions
Showing 2017Show all

6 papers · 1 filter

math.OC2017★ 13 cited

Convex duality and Orlicz spaces in expected utility maximization

Sara Biagini, Aleš Černý

In this paper we report further progress towards a complete theory of state-independent expected utility maximization with semimartingale price processes for arbitrary utility func…

cs.GT2017

Fixed Price Approximability of the Optimal Gain From Trade

Riccardo Colini-Baldeschi, Paul Goldberg, Bart de Keijzer +2

Bilateral trade is a fundamental economic scenario comprising a strategically acting buyer and seller, each holding valuations for the item, drawn from publicly known distributions…

cs.GT2017★ 4 cited

Demand-Independent Optimal Tolls

Riccardo Colini-Baldeschi, Max Klimm, Marco Scarsini

Wardrop equilibria in nonatomic congestion games are in general inefficient as they do not induce an optimal flow that minimizes the total travel time. Network tolls are a prominen…

math.AP2017★ 8 cited

On the domain of elliptic operators defined in subsets of Wiener spaces

D. Addona, G. Cappa, S. Ferrari

Let be a separable Banach space endowed with a non-degenerate centered Gaussian measure . The associated Cameron-Martin space is denoted by . Consider two sufficiently re…

math.NT2017★ 4 cited

Double Covers of Cartan Modular Curves

Valerio Dose, Pietro Mercuri, Claudio Stirpe

We present a strategy to obtain explicit equations for the modular double covers associated respectively to both a split and a non-split Cartan subgroup of $\text{GL}_2(\mathbb F_{…

math.OC2017

Minimum energy for linear systems with finite horizon: a non-standard Riccati equation

Paolo Acquistapace, Fausto Gozzi

This paper deals with a non-standard infinite dimensional linear-quadratic control problem arising in the physics of non-stationary states (see e.g. [6]): finding the minimum energ…