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Muhle-Karbe, Johannes


 SSRN Author Rank: 18,079 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
1,411
Total
Citations
11
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 |
Boston U. School of Management Research Paper No. 2012-22
Working Paper Series
Guasoni, Paolo
Boston University - Department of Mathematics and Statistics
Muhle-Karbe, Johannes
ETH Zürich
Posted:
01 Aug 12
Last Revised:
21 Aug 12
313
(53,601)
 

2.  
Transaction Costs, Trading Volume, and the Liquidity Premium | Show Abstract | Download |
Boston U. School of Management Research Paper No. 2011-16
Working Paper Series
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
306
(55,042)
2

3.  
Option Pricing and Hedging with Small Transaction Costs | Show Abstract | Download |
Swiss Finance Institute Research Paper No. 12-30
Working Paper Series
Kallsen, Jan
Munich University of Technology
Muhle-Karbe, Johannes
ETH Zürich
Posted:
18 Sep 12
Last Revised:
20 Dec 12
153
(111,425)
 

4.  
Long Horizons, High Risk-Aversion, and Endogenous Spreads | Show Abstract | Download |
Boston U. School of Management Research Paper No. 2011-18
Working Paper Series
Guasoni, Paolo
Boston University - Department of Mathematics and Statistics
Muhle-Karbe, Johannes
ETH Zürich
Posted:
05 Oct 11
Last Revised:
01 Feb 13
140
(120,185)
1

5.  
Utility Maximization, Risk Aversion, and Stochastic Dominance | Show Abstract | Download |
Swiss Finance Institute Research Paper No. 11-18
Working Paper Series
Muhle-Karbe, Johannes
ETH Zürich
Beiglböck, Mathias
University of Vienna
Temme, Johannes
University of Vienna
Posted:
04 May 11
Last Revised:
22 Sep 11
97
(158,806)
 

6.  
Kallsen, Jan
Munich University of Technology
Muhle-Karbe, Johannes
ETH Zürich
Posted:
09 Apr 13
87
(170,681)
 

7.  
Keller-Ressel, Martin
TU Berlin
Muhle-Karbe, Johannes
ETH Zürich
Posted:
20 Nov 10
Last Revised:
15 Dec 10
85
(173,204)
7

8.  
Asymptotics for Fixed Transaction Costs | Show Abstract | Download |
Swiss Finance Institute Research Paper No. 13-35
Working Paper Series
Altarovici, Albert
ETH Zurich
Muhle-Karbe, Johannes
ETH Zürich
Soner, Halil Mete
Swiss Federal Institute of Technology Zurich
Posted:
19 Jun 13
75
(188,313)
1

9.  
Robust Portfolios and Weak Incentives in Long Run Investments | Show Abstract | Download |
Boston U. School of Management Research Paper No. 2013-5
Accepted Paper Series
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
43
(245,145)
 

10.  
Trading with Small Price Impact | Show Abstract | Download |
Swiss Finance Institute Research Paper No. 14-17
Working Paper Series
Moreau, Ludovic
ETH Zurich - Department of Mathematics
Muhle-Karbe, Johannes
ETH Zürich
Soner, Halil Mete
Swiss Federal Institute of Technology Zurich
Posted:
01 Mar 14
40
(251,901)
 

11.  
Rebalancing with Linear and Quadratic Costs | Show Abstract | Download |
Swiss Finance Institute Research Paper No. 14-16
Working Paper Series
Liu, Ren
Swiss Federal Institute of Technology Zurich
Muhle-Karbe, Johannes
ETH Zürich
Weber, Marko
Dublin City University - School of Mathematical Sciences
Posted:
28 Feb 14
Last Revised:
11 Mar 14
32
(272,731)
 

12.  
Optimal Liquidity Provision in Limit Order Markets | Show Abstract | Download |
Swiss Finance Institute Research Paper No. 13-71
Working Paper Series
Kühn, Christoph
Goethe University Frankfurt
Muhle-Karbe, Johannes
ETH Zürich
Posted:
07 Feb 14
Last Revised:
09 May 14
20
(315,071)
 

13.  
Transaction Costs and Shadow Prices in Discrete Time | Show Abstract | Download |
Swiss Finance Institute Research Paper No. 13-51
Working Paper Series
Czichowsky, Christoph
Vienna University of Technology
Muhle-Karbe, Johannes
ETH Zürich
Schachermayer, Walter
Universität Wien, Fakultät für Mathematik
Posted:
19 Oct 13
20
(315,071)
 


Records 1 - 13 of 13 matches
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