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The super-replication theorem under proportional transaction costs revisited
Schachermayer, Walter
- In:
Mathematics and financial economics
8
(
2014
)
4
,
pp. 383-398
Persistent link: https://www.econbiz.de/10010490973
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2
The learning premium
Bichuch, Maxim
;
Guasoni, Paolo
- In:
Mathematics and financial economics
14
(
2020
)
1
,
pp. 175-205
Persistent link: https://www.econbiz.de/10012239991
Saved in:
3
Informational efficiency and welfare
Bernardinelli, Luca
;
Guasoni, Paolo
;
Mayerhofer, Eberhard
- In:
Mathematics and financial economics
16
(
2022
)
4
,
pp. 659-683
Persistent link: https://www.econbiz.de/10013438876
Saved in:
4
Asymptotic power utility-based pricing and hedging
Kallsen, Jan
;
Muhle-Karbe, Johannes
;
Vierthauer, Richard
- In:
Mathematics and financial economics
8
(
2014
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10010235420
Saved in:
5
Liquidation with self-exciting price impact
Cayé, Thomas
;
Muhle-Karbe, Johannes
- In:
Mathematics and financial economics
10
(
2016
)
1
,
pp. 15-28
Persistent link: https://www.econbiz.de/10011445992
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6
Utility maximization, risk aversion, and stochastic dominance
Beiglböck, Mathias
;
Muhle-Karbe, Johannes
;
Temme, Johannes
- In:
Mathematics and financial economics
6
(
2012
)
1
,
pp. 1-13
Persistent link: https://www.econbiz.de/10009544192
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7
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
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8
Representation results for law invariant time consistent functions
Kupper, Michael
;
Schachermayer, Walter
- In:
Mathematics and financial economics
2
(
2009
)
3
,
pp. 189-210
Persistent link: https://www.econbiz.de/10003891236
Saved in:
9
Asymptotic arbitrage and large deviations
Föllmer, Hans
;
Schachermayer, Walter
- In:
Mathematics and financial economics
1
(
2008
)
3/4
,
pp. 213-249
Persistent link: https://www.econbiz.de/10003722526
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