Christoph Belak

Christoph Belak

Technische Universität Berlin - Berlin / Germany
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 5113173
Technical University of Berlin TU Berlin
person_outline Christoph Belak's MOST POPULAR ARTICLES
1-) Worst-case portfolio optimization with proportional transaction costs Stochastics An International Journal of Probability and Stochastic Processes …, 2015
2-) Continuous-time mean field games with finite state space and common noise Applied Mathematics & Optimization 84, 3173-3216, 2021
3-) Utility maximisation in a factor model with constant and proportional transaction costs Finance and Stochastics 23, 29-96, 2019
4-) Liquidation in target zone models Market Microstructure and Liquidity 4 (03n04), 1950010, 2018
5-) Liquidation in target zone modelsC Belak, J Muhle-Karbe, K OuMarket Microstructure and Liquidity 4 (03n04), 1950010, 2018162018