C. Thum

Economics and Econometrics · 2005

A researcher in the Science corpus: 1 paper; trusts 2 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom C. Thum trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Robert Almgren
  2. Tina Hviid Rydberg

Who trusts C. Thum overall

  1. Jim Gatheral

Papers from C. Thum's perspective

Ordered by how strongly the researchers C. Thum trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Dynamics of Trade-By-Trade Price Movements: Decomposition and Models
  2. Market Microstructure: A Survey
  3. Realistic Statistical Modelling of Financial Data
  4. Price Manipulation and Quasi-Arbitrage
  5. Optimal execution with nonlinear impact functions and trading-enhanced risk
  6. Optimal execution for portfolio transactions
  7. THE COST OF ILLIQUIDITY AND ITS EFFECTS ON HEDGING
  8. No-dynamic-arbitrage and market impact
  9. Markets with Transaction Costs: Mathematical Theory
  10. On optimal terminal wealth under transaction costs

Their papers