Convex measures of risk and trading constraints. - Hans Föllmer; Alexander Schied (Finance Stochastics, 2002)

Optimal Investments for Robust Utility Functionals in Complete Market Models. - Alexander Schied (Math. Oper. Res., 2005)

Robust maximization of consumption with logarithmic utility. - Daniel Hernandez-Hernandez; Alexander Schied (ACC, 2007)

Optimal investments for risk- and ambiguity-averse preferences: a duality approach. - Alexander Schied (Finance Stochastics, 2007)

Robust optimal control for a consumption-investment problem. - Alexander Schied (Math. Methods Oper. Res., 2008)

Risk aversion and the dynamics of optimal liquidation strategies in illiquid markets. - Alexander Schied; Torsten Schöneborn (Finance Stochastics, 2009)

Optimal Trade Execution and Absence of Price Manipulations in Limit Order Book Models. - Aurélien Alfonsi; Alexander Schied (SIAM J. Financial Math., 2010)

Qualitative and infinitesimal robustness of tail-dependent statistical functionals. - Volker Krätschmer; Alexander Schied; Henryk Zähle (J. Multivar. Anal., 2012)

Order Book Resilience, Price Manipulation, and the Positive Portfolio Problem. - Aurélien Alfonsi; Alexander Schied; Alla Slynko (SIAM J. Financial Math., 2012)

Drift dependence of optimal trade execution strategies under transient price impact. - Christopher Lorenz; Alexander Schied (Finance Stochastics, 2013)

Capacitary Measures for Completely Monotone Kernels via Singular Control. - Aurélien Alfonsi; Alexander Schied (SIAM J. Control. Optim., 2013)

Comparative and qualitative robustness for law-invariant risk measures. - Volker Krätschmer; Alexander Schied; Henryk Zähle (Finance Stochastics, 2014)

Optimal portfolio liquidation in target zone models and catalytic superprocesses. - Eyal Neuman; Alexander Schied (Finance Stochastics, 2016)

Multivariate Transient Price Impact and Matrix-Valued Positive Definite Functions. - Aurélien Alfonsi; Florian Klöck; Alexander Schied (Math. Oper. Res., 2016)

Domains of weak continuity of statistical functionals with a view toward robust statistics. - Volker Krätschmer; Alexander Schied; Henryk Zähle (J. Multivar. Anal., 2017)

High-Frequency Limit of Nash Equilibria in a Market Impact Game with Transient Price Impact. - Alexander Schied; Elias Strehle; Tao Zhang 093 (SIAM J. Financial Math., 2017)

Model-Free Portfolio Theory and Its Functional Master Formula. - Alexander Schied; Leo Speiser; Iryna Voloshchenko (SIAM J. Financial Math., 2018)

A Market Impact Game Under Transient Price Impact. - Alexander Schied; Tao Zhang 093 (Math. Oper. Res., 2019)

A central bank strategy for defending a currency peg. - Eyal Neuman; Alexander Schied; Chengguo Weng; Xiaole Xue (Syst. Control. Lett., 2020)

Distributional Transforms, Probability Distortions, and Their Applications. - Peng Liu 043; Alexander Schied; Ruodu Wang (Math. Oper. Res., 2021)

Robust Faber-Schauder approximation based on discrete observations of an antiderivative. - Xiyue Han; Alexander Schied (CoRR, 2022)

Robustness in the Optimization of Risk Measures. - Paul Embrechts; Alexander Schied; Ruodu Wang (Oper. Res., 2022)

The multi-armed bandit problem under the mean-variance setting. - Hongda Hu; Arthur Charpentier; Mario Ghossoub; Alexander Schied (Eur. J. Oper. Res., 2025)