Items where Author is "Czichowsky, Christoph"

Number of items: 16.
Article
  • Numeraire-invariant quadratic hedging and mean–variance portfolio allocation. (2024) Černý, Aleš; Czichowsky, Christoph; Kallsen, Jan picture_as_pdf
  • Short communication:a note on utility maximization with proportional transaction costs and stability of optimal portfolios. (2021) Bayraktar, Erhan; Czichowsky, Christoph; Dolinskyi, Leonid; Dolinsky, Yan picture_as_pdf
  • The impact of high stakes oral performance assessment on students’ approaches to learning:a case study. (2020) Paola, Iannone; Czichowsky, Christoph; Ruf, Johannes picture_as_pdf
  • Shadow prices for continuous processes. (2017) Czichowsky, Christoph; Schachermayer, Walter; Yang, Junjian
  • Portfolio optimisation beyond semimartingales:shadowprices and fractional Brownian motion. (2017) Czichowsky, Christoph; Schachermayer, Walter
  • Duality theory for portfolio optimisation under transaction costs. (2016) Czichowsky, Christoph; Schachermayer, Walter
  • Strong supermartingales and limits of non-negative martingales. (2016) Czichowsky, Christoph; Schachermayer, Walter
  • Transaction costs, shadow prices, and duality in discrete time. (2014) Czichowsky, Christoph; Muhle-Karbe, Johannes; Schachermayer, Walter
  • Cone-constrained continuous-time Markowitz problems. (2013) Czichowsky, Christoph; Schweizer, Martin
  • Time-consistent mean-variance portfolio selection in discrete and continuous time. (2013) Czichowsky, Christoph
  • Convex duality in mean-variance hedging under convex trading constraints. (2012) Czichowsky, Christoph; Schweizer, Martin
  • The law of one price in quadratic hedging and mean–variance portfolio selection. Černý, Aleš; Czichowsky, Christoph picture_as_pdf
    • Chapter
  • Closedness in the semimartingale topology for spaces of stochastic integrals with constrained integrands. (2011) Czichowsky, Christoph; Schweizer, Martin
  • Convergence in the semimartingale topology and constrained portfolios. (2011) Czichowsky, Christoph; Westray, Nicholas; Zheng, Harry
    • Report
  • Transaction costs and shadow prices in discrete time. (2013) Czichowsky, Christoph; Muhle-Karbe, Johannes; Schachermayer, Walter
    • Working paper
  • Numeraire-invariant quadratic hedging and mean–variance portfolio allocation. (2021) Černý, Aleš; Czichowsky, Christoph; Kallsen, Jan picture_as_pdf