Items where Author is "Muhle-Karbe, Johannes"

Number of items: 5.
  • On the existence of shadow prices. Benedetti, Giuseppe and Campi, Luciano and Kallsen, Jan and Muhle-Karbe, Johannes
  • Robust portfolios and weak incentives in long-run investments. Guasoni, Paolo and Muhle-Karbe, Johannes and Xing, Hao
  • Tackling nonlinear price impact with linear strategies. Brokmann, Xavier and Itkin, David and Muhle-Karbe, Johannes and Schmidt, Peter picture_as_pdf
  • Transaction costs and shadow prices in discrete time. Czichowsky, Christoph and Muhle-Karbe, Johannes and Schachermayer, Walter
  • Transaction costs, shadow prices, and duality in discrete time. Czichowsky, Christoph and Muhle-Karbe, Johannes and Schachermayer, Walter