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Items where Author is "Czichowsky, Christoph Johannes"

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Article

Czichowsky, Christoph Johannes ORCID: 0000-0002-3513-6843, Peyre, Rémi, Schachermayer, Walter and Yang, Junjian (2018) Shadow prices, fractional Brownian motion, and portfolio optimisation under transaction costs. Finance and Stochastics, 22 (1). pp. 161-180. ISSN 0949-2984

Thesis

Czichowsky, Christoph Johannes ORCID: 0000-0002-3513-6843 (2011) Mean-variance portfolio optimisation: trading constraints and time consistency. Doctoral thesis, ETH Zurich.

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