Items where Author is "Muhle-Karbe, Johannes"

Article

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

Monograph

Czichowsky, Christoph ORCID: 0000-0002-3513-6843, Muhle-Karbe, Johannes and Schachermayer, Walter (2013) Transaction costs and shadow prices in discrete time. . The London School of Economics and Political Science, Department of Mathematics, London, UK.