Otto Loistl

发表

The Erroneous Approximation of Expected Utility by Means of a Taylor's Series Expansion: Analytic and Computational Results

Otto Loistl, 1976 .

Modeling Individual Actions and Interactions on the Microstructure Level

Otto Loistl, Johannes Prix, Michael Huetl, 2012 .

Statistical models of German stock returns

G. Booth, Otto Loistl, V. Akgiray, 1989 .

Emergence of macro-variables by evaluation and clustering of micro- activities

Otto Loistl, 2015 .

Asset Management in Volatile Markets

R. C. Merton, R. Merton, Krzysztof Rybiński, 2008 .

Algorithmic Trading Patterns in Xetra Orders

Otto Loistl, Michael Huetl, Johannes Prix, 2007 .

Reply to 'Note on "Earnings and stock returns: evidence from Germany" '

G. Booth, J. Broussard, Otto Loistl, 1999 .

A comparison of transaction costs on Xetra and on Nasdaq

Otto Loistl, Bernd Schossmann, Olaf Vetter, 2002 .

Does mean-variance portfoliomanagement deserve expected utility's approximative affirmation?

Otto Loistl, Otto Loistl, 2015, Eur. J. Oper. Res..

Interactions and Interconnectedness Shape Financial Market Research

Otto Loistl, Gueorgui S. Konstantinov, Otto Loistl, 2020 .

Earnings and stock returns: evidence from Germany

G. Booth, J. Broussard, Otto Loistl, 1997 .

An examination of intraday common volatility in the German index derivatives markets

G. Booth, Raymond W. So, Otto Loistl, 1997 .

Complexity models in financial markets

Otto Loistl, T. Landes, 1992 .