Items where Author is "Czichowsky, Christoph Johannes"

Number of items: 2.
  • Mean-variance portfolio optimisation: trading constraints and time consistency. Czichowsky, Christoph Johannes
  • Shadow prices, fractional Brownian motion, and portfolio optimisation under transaction costs. Czichowsky, Christoph Johannes and Peyre, Rémi and Schachermayer, Walter and Yang, Junjian