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isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
subject:"Risiko"
~person:"Muhle-Karbe, Johannes"
~subject:"Anreiz"
~subject:"Theorie"
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Muhle-Karbe, Johannes
Jarrow, Robert A.
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Rogers, Leonard C. G.
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10
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Mathematical finance : an international journal of mathematics, statistics and financial theory
Research paper series / Swiss Finance Institute
13
Swiss Finance Institute Research Paper
12
Finance and stochastics
6
Boston U. School of Management Research Paper
3
Market microstructure and liquidity
2
Mathematics and financial economics
2
Annual review of financial economics
1
International journal of theoretical and applied finance
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
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Mathematical methods of operations research
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Mathematics of operations research
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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:
2
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:
3
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:
4
Long horizons, high risk aversion, and endogenous spreads
Guasoni, Paolo
;
Muhle-Karbe, Johannes
- In:
Mathematical finance : an international journal of …
25
(
2015
)
4
,
pp. 724-753
Persistent link: https://www.econbiz.de/10011350524
Saved in:
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