Cookies?
Library Header Image
LSE Research Online LSE Library Services

Items where Author is "Czichowsky, Christoph Johannes"

Up a level
Export as [feed] Atom [feed] RSS 1.0 [feed] RSS 2.0
Group by: Item Type | No Grouping
Jump to: Article | Thesis
Number of items: 2.

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 Fri Apr 26 22:52:26 2024 BST.

Mission Statement & FAQs | Contact us | Takedown Policy | LSE Experts | LSE Research Online supports OAI 2.0 with a base URL of http://eprints.lse.ac.uk/cgi/oai2