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Items where Author is "Czichowsky, Christoph Johannes"

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Article

Czichowsky, Christoph Johannes, 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 (2011) Mean-variance portfolio optimisation: trading constraints and time consistency. Doctoral thesis, Eidgenössische Technische Hochschule Zürich.

This list was generated on Thu Mar 28 17:46:50 2024 GMT.