Max Reppen

ETH Zürich

Rämistrasse 101

ZUE F7

Zürich, 8092

Switzerland

SCHOLARLY PAPERS

3

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8

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2

Scholarly Papers (3)

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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
Spencer Wheatley, Didier Sornette, Tobias Huber, Max Reppen and Robert N. Gantner
ETH Zürich, Risks-X, Southern University of Science and Technology (SUSTech), ETH Zürich, ETH Zürich and D ONE Solutions AG
Downloads 1,958 (13,486)
Citation 10

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

2.

A Primer on Portfolio Choice with Small Transaction Costs

Downloads 147 (315,937)

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
Johannes Muhle-Karbe, Max Reppen and Halil Mete Soner
Imperial College London - Department of Mathematics, ETH Zürich and ETH Zürich
Downloads 147 (316,448)
Citation 5

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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
Johannes Muhle-Karbe, Max Reppen and H. Mete Soner
Imperial College London - Department of Mathematics, ETH Zürich and ETH Zürich - Department of Mathematics

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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
Max Reppen, Jean-Charles Rochet and H. Mete Soner
ETH Zürich, Swiss Finance Institute and ETH Zürich - Department of Mathematics
Downloads 63 (549,697)

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