Johannes Muhle‐Karbe

University of Michigan at Ann Arbor

500 S. State Street

Ann Arbor, MI 48109

United States

SCHOLARLY PAPERS

5

DOWNLOADS

150

SSRN CITATIONS
Rank 38,573

SSRN RANKINGS

Top 38,573

in Total Papers Citations

4

CROSSREF CITATIONS

13

Scholarly Papers (5)

1.
Downloads 1 (103,198)

Who Should Sell Stocks?

Mathematical Finance, Vol. 29, Issue 2, pp. 448-482, 2019
Number of pages: 35 Posted: 13 Mar 2019
Paolo Guasoni, Ren Liu and Johannes Muhle‐Karbe
Boston University - Department of Mathematics and Statistics, ETH Zürich and University of Michigan at Ann Arbor
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dividends, long‐run, portfolio choice, transaction costs, 91G10, 91G80

2.

Lifetime Investment and Consumption with Recursive Preferences and Small Transaction Costs

Number of pages: 39 Posted: 18 May 2017
Yaroslav Melnyk, Johannes Muhle‐Karbe and Frank Thomas Seifried
Ecole Polytechnique Fédérale de Lausanne, University of Michigan at Ann Arbor and University of Trier
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Citation 1

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lifetime investment and consumption, recursive utility, Epstein-Zin, transaction costs, asymptotics

Robust Portfolios and Weak Incentives in Long‐Run Investments

Mathematical Finance, Vol. 27, Issue 1, pp. 3-37, 2017
Number of pages: 35 Posted: 15 Jan 2017
Paolo Guasoni, Johannes Muhle‐Karbe and Hao Xing
Boston University - Department of Mathematics and Statistics, University of Michigan at Ann Arbor and Boston University - Questrom School of Business
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long run, portfolio choice, incentives, executive compensation

Portfolio Choice with Small Temporary and Transient Price Impact

Mathematical Finance, Vol. 29, Issue 4, pp. 1066-1115, 2019
Number of pages: 50 Posted: 29 May 2020
Ibrahim Ekren and Johannes Muhle‐Karbe
Florida State University and University of Michigan at Ann Arbor
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asymptotics, portfolio choice, temporary price impact, transient price impact

5.

Pricing Options on Variance in Affine Stochastic Volatility Models

Mathematical Finance, Vol. 21, Issue 4, pp. 627-641, 2011
Number of pages: 15 Posted: 23 Aug 2011
Jan Kallsen, Johannes Muhle‐Karbe and Moritz Voß
Munich University of Technology, University of Michigan at Ann Arbor and affiliation not provided to SSRN
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Citation 2
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quadratic variation, realized variance, volatility swap, affine process, stochastic volatility, leverage effect, Laplace transform approach