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Muhle-Karbe, Johannes


 SSRN Author Rank: 15,915 by Downloads
 

ETH Zürich


 Rämistrasse 101
 CH-8092 Zürich
 Switzerland
 +41 44 632 3087 (Phone)
 HOME PAGE: http://www.math.ethz.ch/~jmuhleka/
 email address
 

Swiss Finance Institute


 c/o University of Geneve
 40, Bd du Pont-d'Arve
 1211 Geneva, CH-6900
 Switzerland
 email address

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. Muhle-Karbe, Johannes's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
1,793
Total
Citations
12
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Portfolio Choice with Transaction Costs: A User's Guide | Show Abstract | Download This Paper |
Boston U. School of Management Research Paper No. 2012-22
Number of Pages in PDF File: 26
Guasoni, Paolo
Boston University - Department of Mathematics and Statistics
Muhle-Karbe, Johannes
ETH Zürich
Posted:
01 Aug 12
Last Revised:
21 Aug 12
349
(52,201)
 

2.  
Transaction Costs, Trading Volume, and the Liquidity Premium | Show Abstract | Download This Paper |
Boston U. School of Management Research Paper No. 2011-16
Number of Pages in PDF File: 30
Gerhold, Stefan
Vienna University of Technology
Guasoni, Paolo
Boston University - Department of Mathematics and Statistics
Muhle-Karbe, Johannes
ETH Zürich
Schachermayer, Walter
Universität Wien, Fakultät für Mathematik
Posted:
04 Aug 11
Last Revised:
05 Feb 13
329
(56,000)
2

3.  
Option Pricing and Hedging with Small Transaction Costs | Show Abstract | Download This Paper |
Swiss Finance Institute Research Paper No. 12-30
Number of Pages in PDF File: 23
Kallsen, Jan
Munich University of Technology
Muhle-Karbe, Johannes
ETH Zürich
Posted:
18 Sep 12
Last Revised:
20 Dec 12
164
(115,009)
 

4.  
Long Horizons, High Risk-Aversion, and Endogenous Spreads | Show Abstract | Download This Paper |
Boston U. School of Management Research Paper No. 2011-18
Number of Pages in PDF File: 27
Guasoni, Paolo
Boston University - Department of Mathematics and Statistics
Muhle-Karbe, Johannes
ETH Zürich
Posted:
05 Oct 11
Last Revised:
01 Feb 13
142
(130,198)
1

5.  
The General Structure of Optimal Investment and Consumption with Small Transaction Costs | Show Abstract | Download This Paper |
Swiss Finance Institute Research Paper No. 13-15
Number of Pages in PDF File: 41
Kallsen, Jan
Munich University of Technology
Muhle-Karbe, Johannes
ETH Zürich
Posted:
09 Apr 13
115
(153,851)
 

6.  
Utility Maximization, Risk Aversion, and Stochastic Dominance | Show Abstract | Download This Paper |
Swiss Finance Institute Research Paper No. 11-18
Number of Pages in PDF File: 17
Muhle-Karbe, Johannes
ETH Zürich
Beiglböck, Mathias
University of Vienna
Temme, Johannes
University of Vienna
Posted:
04 May 11
Last Revised:
22 Sep 11
99
(171,295)
 

7.  
Guasoni, Paolo
Boston University - Department of Mathematics and Statistics
Liu, Ren
ETH Zürich
Muhle-Karbe, Johannes
ETH Zürich
Posted:
07 Sep 14
98
(172,505)
 

8.  
Asymptotics for Fixed Transaction Costs | Show Abstract | Download This Paper |
Swiss Finance Institute Research Paper No. 13-35
Number of Pages in PDF File: 37
Altarovici, Albert
ETH Zurich
Muhle-Karbe, Johannes
ETH Zürich
Soner, Halil Mete
ETH Zürich
Posted:
19 Jun 13
91
(181,294)
2

9.  
Keller-Ressel, Martin
Dresden University of Technology - Department of Mathematics
Muhle-Karbe, Johannes
ETH Zürich
Posted:
20 Nov 10
Last Revised:
15 Dec 10
86
(187,892)
7

10.  
Trading with Small Price Impact | Show Abstract | Download This Paper |
Swiss Finance Institute Research Paper No. 14-17
Number of Pages in PDF File: 48
Moreau, Ludovic
ETH Zurich - Department of Mathematics
Muhle-Karbe, Johannes
ETH Zürich
Soner, Halil Mete
ETH Zürich
Posted:
01 Mar 14
Last Revised:
02 Apr 15
83
(192,110)
 

11.  
Liquidation with Self-Exciting Price Impact | Show Abstract | Download This Paper |
Swiss Finance Institute Research Paper No. 14-74
Number of Pages in PDF File: 12
Cayé, Thomas
ETH Zurich
Muhle-Karbe, Johannes
ETH Zürich
Posted:
20 Dec 14
65
(221,023)
 

12.  
Rebalancing with Linear and Quadratic Costs | Show Abstract | Download This Paper |
Swiss Finance Institute Research Paper No. 14-16
Number of Pages in PDF File: 20
Liu, Ren
ETH Zürich
Muhle-Karbe, Johannes
ETH Zürich
Weber, Marko
Dublin City University - School of Mathematical Sciences
Posted:
28 Feb 14
Last Revised:
11 Mar 14
55
(240,553)
 

13.  
Robust Portfolios and Weak Incentives in Long Run Investments | Show Abstract | Download This Paper |
Boston U. School of Management Research Paper No. 2013-5
Number of Pages in PDF File: 35
Guasoni, Paolo
Boston University - Department of Mathematics and Statistics
Muhle-Karbe, Johannes
ETH Zürich
Xing, Hao
London School of Economics & Political Science (LSE)
Posted:
11 Jun 13
Last Revised:
08 Oct 13
53
(244,727)
 

14.  
Optimal Liquidity Provision | Show Abstract | Download This Paper |
Swiss Finance Institute Research Paper No. 13-71
Number of Pages in PDF File: 24
Kühn, Christoph
Goethe University Frankfurt
Muhle-Karbe, Johannes
ETH Zürich
Posted:
07 Feb 14
Last Revised:
27 Feb 15
26
(319,328)
 

15.  
Transaction Costs and Shadow Prices in Discrete Time | Show Abstract | Download This Paper |
Swiss Finance Institute Research Paper No. 13-51
Number of Pages in PDF File: 20
Czichowsky, Christoph
Vienna University of Technology
Muhle-Karbe, Johannes
ETH Zürich
Schachermayer, Walter
Universität Wien, Fakultät für Mathematik
Posted:
19 Oct 13
21
(340,154)
 

16.  
High-Resilience Limits of Block-Shaped Order Books | Show Abstract | Download This Paper |
Swiss Finance Institute Research Paper No. 14-72
Number of Pages in PDF File: 12
Kallsen, Jan
Munich University of Technology
Muhle-Karbe, Johannes
ETH Zürich
Posted:
27 Sep 14
17
(357,716)
 


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