| . |
Muhle-Karbe, Johannes's
Scholarly Papers
Click on the title of any column to sort the table by that
column. |
|
|
| |
|
|
Aggregate Statistics |
|
Total Downloads
799 |
Total
Citations
10 |
|
|
|
|
|
1.
|
|
|
Gerhold, Stefan Vienna University of Technology Guasoni, Paolo Boston University - Department of Mathematics and Statistics Muhle-Karbe, Johannes ETH Zürich Schachermayer, Walter Vienna University of Technology
|
| Posted: |
|
04 Aug 11
|
|
Last Revised:
|
|
05 Feb 13
|
|
231
(64,514)
|
2
|
|
| |
|
| |
transaction costs, long-run, portfolio choice, liquidity premium, trading volume
|
|
|
2.
|
|
|
Guasoni, Paolo Boston University - Department of Mathematics and Statistics Muhle-Karbe, Johannes ETH Zürich
|
| Posted: |
|
01 Aug 12
|
|
Last Revised:
|
|
21 Aug 12
|
|
192
(78,622)
|
|
|
| |
|
| |
transaction costs, long-run, portfolio choice, Merton problem
|
|
|
3.
|
|
|
Guasoni, Paolo Boston University - Department of Mathematics and Statistics Muhle-Karbe, Johannes ETH Zürich
|
| Posted: |
|
05 Oct 11
|
|
Last Revised:
|
|
01 Feb 13
|
|
97
(138,094)
|
1
|
|
| |
|
| |
transaction costs, long-run, portfolio choice, exponential utility, trading volume
|
|
|
4.
|
|
|
Kallsen, Jan Munich University of Technology Muhle-Karbe, Johannes ETH Zürich
|
| Posted: |
|
18 Sep 12
|
|
Last Revised:
|
|
20 Dec 12
|
|
94
(141,051)
|
|
|
| |
|
| |
transaction costs, indifference pricing and hedging, exponential utility, asymptotics
|
|
|
5.
|
|
|
Muhle-Karbe, Johannes ETH Zürich Beiglböck, Mathias University of Vienna Temme, Johannes University of Vienna
|
| Posted: |
|
04 May 11
|
|
Last Revised:
|
|
22 Sep 11
|
|
92
(143,088)
|
|
|
| |
|
| |
|
|
|
6.
|
|
|
Keller-Ressel, Martin TU Berlin Muhle-Karbe, Johannes ETH Zürich
|
| Posted: |
|
20 Nov 10
|
|
Last Revised:
|
|
15 Dec 10
|
|
78
(158,827)
|
7
|
|
| |
|
| |
Realized Variance, Quadratic Variation, Option Pricing, Small-Time Asymptotics, Fourier-Laplace Methods
|
|
|
7.
|
|
|
Kallsen, Jan Munich University of Technology Muhle-Karbe, Johannes ETH Zürich
|
|
15
(293,048)
|
|
|
| |
|
| |
transaction costs, optimal investment and consumption, trading volume, asymptotics
|
|
Records 1 -
7
of 7 matches
[
1
]
|
© 2013 Social Science Electronic Publishing, Inc. All Rights Reserved.
FAQ
Terms of Use
Privacy Policy
Copyright
This page was processed by apollo2 in 0.187 seconds
|