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Portfolio selection
16
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9
asymptotics
4
portfolio choice
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Muhle-Karbe, Johannes
Ratten, Vanessa
168
Vrontis, Demetris
164
Antony, Jiju
159
Tang, Christopher S.
150
Choi, Tsan-Ming
148
Wright, Mike
146
Kraus, Sascha
136
Cheng, T. C. E.
135
Gunasekaran, Angappa
135
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127
Audretsch, David B.
125
Han, Heesup
125
Pereira, Vijay
121
Nijkamp, Peter
114
Yang, Yang
114
Daim, Tugrul U.
113
Sarkis, Joseph
107
Law, Chun Hung Roberts
103
Schäffer, Utz
100
Hassan, M. Kabir
99
Bruhn, Manfred
97
Li, Xiang
97
Liu, Yang
96
Wang, Ying
96
Zhang, Wei
95
Chen, Jing
94
Clegg, Stewart
94
Khan, Zaheer
94
Kumar, Satish
94
Tarba, Shlomo Yedidia
94
Ivanov, Dmitry
92
Link, Albert N.
92
Brem, Alexander
91
Govindan, Kannan
91
Budhwar, Pawan S.
90
Carayannis, Elias G.
89
Ferreira, João J. M.
89
Kumar, Anil
89
Li, Jun
89
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Research paper series / Swiss Finance Institute
7
Swiss Finance Institute Research Paper
6
Finance and stochastics
3
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
Market microstructure and liquidity
2
Mathematics of operations research
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Annual review of financial economics
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ECONIS (ZBW)
20
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20
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1
Stochastic liquidity as a proxy for nonlinear price impact
Muhle-Karbe, Johannes
;
Wang, Zexin
;
Webster, Kevin T.
- In:
Operations research
72
(
2024
)
2
,
pp. 444-458
Persistent link: https://www.econbiz.de/10014520747
Saved in:
2
An equilibrium model for the cross section of liquidity premia
Muhle-Karbe, Johannes
;
Shi, Xiaofei
;
Yang, Chen
- In:
Mathematics of operations research
48
(
2023
)
3
,
pp. 1423-1453
Persistent link: https://www.econbiz.de/10014329292
Saved in:
3
Liquidity provision with adverse selection and inventory costs
Herdegen, Martin
;
Muhle-Karbe, Johannes
;
Stebegg, Florian
- In:
Mathematics of operations research
48
(
2023
)
3
,
pp. 1286-1315
Persistent link: https://www.econbiz.de/10014329263
Saved in:
4
Optimal rebalancing frequencies for multidimensional portfolios
Ekren, Ibrahim
;
Liu, Ren
;
Muhle-Karbe, Johannes
- In:
Mathematics and financial economics
12
(
2018
)
2
,
pp. 165-191
Persistent link: https://www.econbiz.de/10011963751
Saved in:
5
Equilibrium returns with transaction costs
Bouchard, Bruno
;
Fukasawa, Masaaki
;
Herdegen, Martin
; …
- In:
Finance and stochastics
22
(
2018
)
3
,
pp. 569-601
Persistent link: https://www.econbiz.de/10011945871
Saved in:
6
Information and inventories in high-frequency trading
Muhle-Karbe, Johannes
;
Webster, Kevin
-
2015
-frequency traders' actions, then fast inventory
management
allows to minimize positions with only second-order losses to expected …
Persistent link: https://www.econbiz.de/10011412266
Saved in:
7
Trading with small price impact
Moreau, Ludovic
;
Muhle-Karbe, Johannes
;
Soner, Halil Mete
- In:
Mathematical finance : an international journal of …
27
(
2017
)
2
,
pp. 350-400
Persistent link: https://www.econbiz.de/10011752491
Saved in:
8
The general structure of optimal investment and consumption with small transaction costs
Kallsen, Jan
;
Muhle-Karbe, Johannes
- In:
Mathematical finance : an international journal of …
27
(
2017
)
3
,
pp. 659-703
Persistent link: https://www.econbiz.de/10011764966
Saved in:
9
Robust portfolios and weak incentives in long-run investments
Guasoni, Paolo
;
Muhle-Karbe, Johannes
;
Xing, Hao
- In:
Mathematical finance : an international journal of …
27
(
2017
)
1
,
pp. 3-37
Persistent link: https://www.econbiz.de/10011739438
Saved in:
10
A primer on portfolio choice with small transaction costs
Muhle-Karbe, Johannes
;
Reppen, Max
;
Soner, Halil Mete
- In:
Annual review of financial economics
9
(
2017
),
pp. 301-331
Persistent link: https://www.econbiz.de/10011910882
Saved in:
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