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Brokmann, Xavier, Itkin, David 
ORCID: 0000-0001-8643-574X, Muhle-Karbe, Johannes and Schmidt, Peter
(2024)
Tackling nonlinear price impact with linear strategies.
Mathematical Finance.
ISSN 0960-1627
Guasoni, Paolo, Muhle-Karbe, Johannes and Xing, Hao (2017) Robust portfolios and weak incentives in long-run investments. Mathematical Finance, 27 (1). pp. 3-37. ISSN 0960-1627
Czichowsky, Christoph ORCID: 0000-0002-3513-6843, Muhle-Karbe, Johannes and Schachermayer, Walter
(2014)
Transaction costs, shadow prices, and duality in discrete time.
SIAM Journal on Financial Mathematics, 5 (1).
pp. 258-277.
ISSN 1945-497X
Benedetti, Giuseppe, Campi, Luciano, Kallsen, Jan and Muhle-Karbe, Johannes (2013) On the existence of shadow prices. Finance and Stochastics, 17 (4). pp. 801-818. ISSN 0949-2984
Czichowsky, Christoph ORCID: 0000-0002-3513-6843, Muhle-Karbe, Johannes and Schachermayer, Walter
(2013)
Transaction costs and shadow prices in discrete time.
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The London School of Economics and Political Science, Department of Mathematics, London, UK.
