Max Reppen

ETH Zürich

Rämistrasse 101

ZUE F7

Zürich, 8092

Switzerland

SCHOLARLY PAPERS

3

DOWNLOADS
Rank 30,573

SSRN RANKINGS

Top 30,573

in Total Papers Downloads

1,665

SSRN CITATIONS

4

CROSSREF CITATIONS

2

Scholarly Papers (3)

1.

Are Bitcoin Bubbles Predictable? Combining a Generalized Metcalfe's Law and the LPPLS Model

Swiss Finance Institute Research Paper No. 18-22
Number of pages: 22 Posted: 16 Mar 2018 Last Revised: 22 Mar 2018
ETH Zürich, ETH Zürich - Department of Management, Technology, and Economics (D-MTEC), ETH Zürich, ETH Zürich and D ONE Solutions AG
Downloads 1,503 (12,906)
Citation 9

Abstract:

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Bitcoin, crypto-currencies, bubble, prediction, Metcalfe law, log-periodic power law singularity, LPPLS, Johansen-Ledoit-Sornette

A Primer on Portfolio Choice with Small Transaction Costs

Swiss Finance Institute Research Paper No. 16-74
Number of pages: 32 Posted: 07 Dec 2016
Imperial College London - Department of Mathematics, ETH Zürich and ETH Zürich
Downloads 123 (250,257)
Citation 2

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A Primer on Portfolio Choice with Small Transaction Costs

Annual Review of Financial Economics, Vol. 9, pp. 301-331, 2017
Posted: 03 Jan 2018
Imperial College London - Department of Mathematics, ETH Zürich and ETH Zürich - Department of Mathematics

Abstract:

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3.

Optimal Dividend Policies with Random Profitability

Swiss Finance Institute Research Paper No. 17-46
Number of pages: 38 Posted: 10 Jan 2018
ETH Zürich, Swiss Finance Institute and ETH Zürich - Department of Mathematics
Downloads 39 (465,200)

Abstract:

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