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~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Finance and stochastics"
~isPartOf:"Management Science"
~person:"Muhle-Karbe, Johannes"
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Portfolio selection
5
Portfolio-Management
5
Transaction costs
4
Transaktionskosten
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Theorie
3
Theory
3
Ambiguity aversion
1
Asymptotic expansions
1
Asymptotics
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Mathematical programming
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Optimal investment and consumption
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Option pricing and hedging
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Option pricing theory
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Optionspreistheorie
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Portfolio choice
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Risiko
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Risikoaversion
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Muhle-Karbe, Johannes
Uppal, Raman
19
Guiso, Luigi
9
Başak, Suleyman
8
Massa, Massimo
8
Guasoni, Paolo
7
Hau, Harald
7
Kabanov, Jurij M.
7
Lane, Philip R.
7
Pavlova, Anna
7
Rey, Hélène
7
Coeurdacier, Nicolas
6
DeMiguel, Victor
6
Garlappi, Lorenzo
6
Sutherland, Alan
6
Weber, Martin
6
Campbell, John Y.
5
Dahlquist, Magnus
5
Devereux, Michael B.
5
Gomes, Francisco J.
5
Kaniel, Ron
5
Michaelides, Alexander G.
5
Pham, Huyên
5
Schachermayer, Walter
5
Sentana, Enrique
5
Simonov, Andrei
5
Timmermann, Allan
5
Vassalou, Maria
5
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5
Choulli, Tahir
4
Fratzscher, Marcel
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Jappelli, Tullio
4
Jeanblanc, Monique
4
Karatzas, Ioannis
4
Kraft, Holger
4
Laeven, Luc
4
Lettau, Martin
4
López-Salido, José David
4
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4
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Discussion paper / Centre for Economic Policy Research
Finance and stochastics
Management Science
Research paper series / Swiss Finance Institute
10
Swiss Finance Institute Research Paper
9
Mathematical finance : an international journal of mathematics, statistics and financial theory
5
FINRISK Working Paper Series
2
Mathematics and financial economics
2
Annual review of financial economics
1
Boston U. School of Management Research Paper
1
Computational Statistics
1
Finance and Stochastics
1
International journal of theoretical and applied finance
1
Mathematical Methods of Operations Research
1
Mathematics of operations research
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Operations research
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Working Paper No. 727
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Working Paper No. 728
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ECONIS (ZBW)
5
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1
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:
2
Hedging with small uncertainty aversion
Herrmann, Sebastian
;
Muhle-Karbe, Johannes
;
Seifried, …
- In:
Finance and stochastics
21
(
2017
)
1
,
pp. 1-64
Persistent link: https://www.econbiz.de/10011944064
Saved in:
3
Asymptotics for fixed transaction costs
Altarovici, Albert Michael
;
Muhle-Karbe, Johannes
; …
- In:
Finance and stochastics
19
(
2015
)
2
,
pp. 363-414
Persistent link: https://www.econbiz.de/10011418150
Saved in:
4
Transaction costs, trading volume, and the liquidity premium
Gerhold, Stefan
;
Guasoni, Paolo
;
Muhle-Karbe, Johannes
; …
- In:
Finance and stochastics
18
(
2014
)
1
,
pp. 1-37
Persistent link: https://www.econbiz.de/10010235459
Saved in:
5
The dual optimizer for the growth-optimal
portfolio
under transaction costs
Gerhold, Stefan
;
Muhle-Karbe, Johannes
;
Schachermayer, …
- In:
Finance and stochastics
17
(
2013
)
2
,
pp. 325-354
Persistent link: https://www.econbiz.de/10009730811
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